S&P GSCI Heating Oil Index EGARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
75.78%
increased by 3.43%
1 Week
74.29%
increased by 1.94%
1 Month
69.27%
decreased by 3.08%
Analysis last updated: Thursday, April 2, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 22.33 | |
| 0.1584 | 31.26 | |
| 0.9851 | 1,395.39 | |
| -0.0085 | -2.11 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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