S&P GSCI Unleaded Gasoline Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
42.58%
decreased by 1.60%
1 Week
42.46%
decreased by 1.72%
1 Month
42.03%
decreased by 2.15%
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 | |
|---|---|---|
| 0.0590 | 23.38 | |
| 0.0683 | 32.91 | |
| 0.9208 | 436.58 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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