S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:32.02% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8083 | 5.87 | |
| 0.0523 | 52.14 | |
| 0.9957 | 1,354.65 | |
| 7.4458 | 7.69 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
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