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	param	t-stat
$ω$	0.0493	23.42
$α$	0.0684	17.74
$β$	0.9191	459.32
$γ$	0.0064	1.07

V-Lab

S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:77.19% (-2.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Heating Oil Index Analyses