S&P GSCI Unleaded Gasoline Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
42.06%
decreased by 1.86%
1 Week
41.92%
decreased by 2.00%
1 Month
41.39%
decreased by 2.53%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 25.19 | |
| 0.0785 | 41.50 | |
| 0.9067 | 494.66 | |
| 0.1986 | 6.84 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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