S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:25.64% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0492 | 15.80 | |
| 0.8885 | 165.12 | |
| 0.0342 | 9.76 | |
| 0.0318 | 5.22 | |
| 0.0406 | 4.48 | |
| 0.9521 | 91.06 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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