S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:28.50% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 23.68 | |
| 0.0659 | 16.91 | |
| 0.9194 | 449.80 | |
| 0.0092 | 1.53 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Heating Oil Index Analyses
Other GJR-GARCH Analyses on Commodities