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V-Lab
V-Lab
S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:25.20% (-0.02%)
Analysis last updated: Friday, December 12, 2025 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH
paramt-stat
m71
α0.049015.78
β0.8887164.66
γ0.03399.71
λ10.03205.17
λ20.04084.44
λ30.951889.89
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts