S&P GSCI Unleaded Gasoline Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
45.30%
decreased by 2.59%
1 Week
45.17%
decreased by 2.72%
1 Month
44.71%
decreased by 3.18%
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 | |
|---|---|---|
| 0.0231 | 17.18 | |
| 0.1434 | 29.65 | |
| 0.9877 | 1,345.57 | |
| -0.0194 | -5.83 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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