S&P GSCI Heating Oil Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:31.23% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 33.06 | |
| 0.0927 | 53.47 | |
| 0.8896 | 587.22 | |
| 0.1931 | 7.72 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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