S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.48% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 23.70 | |
| 0.0662 | 17.03 | |
| 0.9196 | 453.46 | |
| 0.0084 | 1.40 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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