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	param	t-stat
$ω$	0.0502	23.69
$α$	0.0659	16.93
$β$	0.9194	450.93
$γ$	0.0092	1.53

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

Volatility Prediction for Tuesday, January 27th, 2026:33.34% (-1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Heating Oil Index Analyses