S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:32.01% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8528 | 5.86 | |
| 0.0525 | 52.23 | |
| 0.9957 | 1,360.23 | |
| 7.4504 | 7.70 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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