S&P GSCI Heating Oil Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.93% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 23.60 | |
| 0.0703 | 34.06 | |
| 0.9197 | 457.36 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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