S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:49.68% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 20.99 | |
| 0.0564 | 16.09 | |
| 0.9226 | 436.42 | |
| 0.0197 | 3.74 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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