S&P GSCI Heating Oil Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:35.13% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 23.61 | |
| 0.0701 | 33.89 | |
| 0.9198 | 455.82 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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