S&P GSCI Heating Oil Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.60% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0841 | 33.36 | |
| 0.0928 | 53.62 | |
| 0.8897 | 588.41 | |
| 0.1752 | 7.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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