S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:47.02% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0503 | 16.30 | |
| 0.8885 | 164.63 | |
| 0.0322 | 9.31 | |
| 0.0329 | 5.17 | |
| 0.0410 | 4.41 | |
| 0.9515 | 88.53 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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