S&P GSCI Heating Oil Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:37.06% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 21.99 | |
| 0.1548 | 29.55 | |
| 0.9847 | 1,379.17 | |
| -0.0114 | -2.76 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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