S&P GSCI Heating Oil Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.01% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 22.01 | |
| 0.1551 | 29.58 | |
| 0.9847 | 1,377.18 | |
| -0.0114 | -2.76 |
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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