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	param	t-stat
$ω$	0.0262	21.91
$α$	0.1551	29.38
$β$	0.9846	1,369.41
$γ$	-0.0118	-2.86

V-Lab

S&P GSCI Heating Oil Index EGARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:29.67% (-1.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Heating Oil Index Analyses