S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.68% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0598 | 18.61 | |
| 0.8859 | 175.54 | |
| 0.0255 | 6.95 | |
| 0.0145 | 6.10 | |
| 0.0264 | 5.33 | |
| 0.9702 | 174.11 |
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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