S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:29.51% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0491 | 15.78 | |
| 0.8886 | 164.82 | |
| 0.0341 | 9.76 | |
| 0.0320 | 5.19 | |
| 0.0407 | 4.45 | |
| 0.9520 | 90.36 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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