V-Lab: S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis

V-Lab

S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 18th, 2025:38.51% (-0.38%)

Analysis last updated: Friday, April 18, 2025 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0471	15.34
$β$	0.8916	173.74
$γ$	0.0365	10.53
$λ_{1}$	0.0328	5.31
$λ_{2}$	0.0420	4.48
$λ_{3}$	0.9506	88.25

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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