S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:73.53% (+8.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 23.69 | |
| 0.0660 | 16.99 | |
| 0.9197 | 453.71 | |
| 0.0086 | 1.44 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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