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 Thursday, July 3rd, 2025:35.26% (-1.14%)

Analysis last updated: Wednesday, July 2, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0490	15.74
$β$	0.8885	166.48
$γ$	0.0351	10.00
$λ_{1}$	0.0329	5.22
$λ_{2}$	0.0416	4.46
$λ_{3}$	0.9510	88.61

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other S&P GSCI Unleaded Gasoline Spot Index Analyses
GARCH
GJR-GARCH
EGARCH
AGARCH
GAS-GARCH Student T