S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:27.41% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 20.47 | |
| 0.0545 | 15.59 | |
| 0.9235 | 434.16 | |
| 0.0218 | 4.14 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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