V-Lab: S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis

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V-Lab

S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:28.48% (-0.91%)

Analysis last updated: Friday, November 14, 2025 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0489	15.75
$β$	0.8886	165.10
$γ$	0.0343	9.82
$λ_{1}$	0.0319	5.19
$λ_{2}$	0.0408	4.46
$λ_{3}$	0.9519	90.36

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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