V-Lab
V-Lab
S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:24.83% (-0.41%)

Analysis last updated: Sunday, December 22, 2024 at 01:11 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH
paramt-stat
m71
α0.046515.20
β0.8931180.80
γ0.037410.85
λ10.03085.54
λ20.04184.76
λ30.951294.77
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts