S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.76% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 23.69 | |
| 0.0663 | 17.04 | |
| 0.9195 | 452.95 | |
| 0.0085 | 1.42 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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