S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:27.01% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7782 | 5.87 | |
| 0.0523 | 52.09 | |
| 0.9956 | 1,345.47 | |
| 7.4336 | 7.70 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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