V-Lab
V-Lab
S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:24.36% (+0.18%)

Analysis last updated: Wednesday, January 22, 2025 at 12:24 AM UTC

Date Range:

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graph of S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH
paramt-stat
m71
α0.046515.26
β0.8933181.93
γ0.037510.91
λ10.03035.60
λ20.04154.81
λ30.951696.54
Estimation Period:
Jan 2, 1990 to Jan 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts