S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:29.62% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7815 | 5.88 | |
| 0.0524 | 51.98 | |
| 0.9956 | 1,341.82 | |
| 7.4579 | 7.64 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
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