S&P GSCI Heating Oil Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.13% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 33.40 | |
| 0.0927 | 53.60 | |
| 0.8897 | 588.44 | |
| 0.1752 | 6.99 |
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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