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, July 30th, 2025:27.66% (+2.17%)

Analysis last updated: Tuesday, July 29, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0496	15.86
$β$	0.8874	163.64
$γ$	0.0345	9.79
$λ_{1}$	0.0326	5.19
$λ_{2}$	0.0413	4.47
$λ_{3}$	0.9513	89.18

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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