S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:24.44% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0563 | 20.47 | |
| 0.0542 | 15.59 | |
| 0.9240 | 437.49 | |
| 0.0213 | 4.07 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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