S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:28.03% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 20.51 | |
| 0.0543 | 15.57 | |
| 0.9237 | 435.28 | |
| 0.0217 | 4.13 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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