S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
77.27%
decreased by 3.18%
1 Week
76.73%
decreased by 3.72%
1 Month
74.64%
decreased by 5.81%
Analysis last updated: Monday, April 6, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 23.35 | |
| 0.0690 | 17.93 | |
| 0.9190 | 461.32 | |
| 0.0059 | 0.99 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
Other S&P GSCI Heating Oil Index Analyses
Other GJR-GARCH Analyses on Commodities