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V-Lab
V-Lab
S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:30.55% (-0.90%)
Analysis last updated: Tuesday, December 16, 2025 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Heating Oil Index MF2-GARCH
paramt-stat
m76
α0.059018.30
β0.8862176.11
γ0.02697.30
λ10.01426.14
λ20.02605.36
λ30.9706177.63
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts