S&P GSCI Heating Oil Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.25% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 23.61 | |
| 0.0702 | 34.05 | |
| 0.9199 | 457.64 |
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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