S&P GSCI Heating Oil Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:28.22% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 23.61 | |
| 0.0702 | 33.85 | |
| 0.9197 | 454.62 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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