S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:67.75% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3678 | 5.76 | |
| 0.0536 | 54.08 | |
| 0.9961 | 1,491.12 | |
| 7.4215 | 8.19 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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