S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
43.75%
decreased by 1.64%
1 Week
43.61%
decreased by 1.78%
1 Month
43.05%
decreased by 2.34%
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 | |
|---|---|---|
| 0.0581 | 21.27 | |
| 0.0576 | 16.34 | |
| 0.9221 | 438.26 | |
| 0.0184 | 3.47 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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