S&P GSCI Heating Oil Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
58.07%
decreased by 2.98%
1 Week
57.39%
decreased by 3.66%
1 Month
55.03%
decreased by 6.02%
Analysis last updated: Friday, May 8, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 22.19 | |
| 0.1581 | 31.46 | |
| 0.9854 | 1,405.76 | |
| -0.0079 | -1.96 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
Other S&P GSCI Heating Oil Index Analyses
Other EGARCH Analyses on Commodities