S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:51.08% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 20.79 | |
| 0.0551 | 15.82 | |
| 0.9235 | 438.72 | |
| 0.0206 | 3.91 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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