S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:31.05% (+4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0492 | 15.78 | |
| 0.8884 | 165.31 | |
| 0.0345 | 9.83 | |
| 0.0317 | 5.24 | |
| 0.0402 | 4.50 | |
| 0.9525 | 92.43 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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