S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:28.55% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7910 | 5.90 | |
| 0.0526 | 52.13 | |
| 0.9956 | 1,350.94 | |
| 7.4757 | 7.65 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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