S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:27.08% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 20.50 | |
| 0.0543 | 15.57 | |
| 0.9238 | 435.94 | |
| 0.0216 | 4.11 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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