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V-Lab
V-Lab
S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:32.72% (+0.64%)
Analysis last updated: Sunday, November 16, 2025 at 01:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Heating Oil Index GJR-GARCH
paramt-stat
ω0.049923.60
α0.065516.81
β0.9197450.15
γ0.00971.62
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts