S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:32.43% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7811 | 5.90 | |
| 0.0524 | 52.07 | |
| 0.9956 | 1,345.45 | |
| 7.4785 | 7.62 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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