S&P GSCI Heating Oil Index GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:29.30% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 23.55 | |
| 0.0701 | 33.78 | |
| 0.9199 | 454.96 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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