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 Wednesday, September 17th, 2025:26.22% (-0.20%)

Analysis last updated: Tuesday, September 16, 2025 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0492	15.79
$β$	0.8882	164.66
$γ$	0.0344	9.81
$λ_{1}$	0.0322	5.20
$λ_{2}$	0.0410	4.46
$λ_{3}$	0.9516	89.88

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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