S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.17% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8659 | 5.88 | |
| 0.0525 | 52.20 | |
| 0.9957 | 1,369.61 | |
| 7.4805 | 7.71 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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