S&P GSCI Heating Oil Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:28.64% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 21.80 | |
| 0.1550 | 29.19 | |
| 0.9847 | 1,373.35 | |
| -0.0125 | -3.01 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Heating Oil Index Analyses
Other EGARCH Analyses on Commodities