S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:37.18% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 23.62 | |
| 0.0659 | 16.91 | |
| 0.9194 | 450.25 | |
| 0.0095 | 1.58 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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