S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.89% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 23.67 | |
| 0.0661 | 17.02 | |
| 0.9197 | 454.16 | |
| 0.0085 | 1.43 |
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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