S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:31.15% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 23.60 | |
| 0.0654 | 16.77 | |
| 0.9196 | 449.45 | |
| 0.0099 | 1.64 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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