S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:25.11% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0490 | 15.79 | |
| 0.8888 | 164.62 | |
| 0.0337 | 9.68 | |
| 0.0319 | 5.16 | |
| 0.0408 | 4.44 | |
| 0.9518 | 89.64 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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