S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
86.28%
increased by 1.94%
1 Week
86.04%
increased by 1.70%
1 Month
85.06%
increased by 0.72%
Analysis last updated: Tuesday, April 14, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6631 | 5.73 | |
| 0.0543 | 55.37 | |
| 0.9963 | 1,571.39 | |
| 7.4179 | 8.42 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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