S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.97% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9104 | 5.87 | |
| 0.0526 | 52.32 | |
| 0.9957 | 1,379.14 | |
| 7.4819 | 7.73 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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