S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:27.31% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0488 | 15.78 | |
| 0.8890 | 164.76 | |
| 0.0337 | 9.68 | |
| 0.0320 | 5.15 | |
| 0.0408 | 4.42 | |
| 0.9518 | 89.30 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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