S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
63.77%
decreased by 1.82%
1 Week
63.31%
decreased by 2.28%
1 Month
61.57%
decreased by 4.02%
Analysis last updated: Monday, April 13, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 21.08 | |
| 0.0577 | 16.37 | |
| 0.9222 | 439.55 | |
| 0.0187 | 3.52 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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