S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.80% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0598 | 18.63 | |
| 0.8859 | 175.92 | |
| 0.0257 | 7.01 | |
| 0.0144 | 6.12 | |
| 0.0264 | 5.34 | |
| 0.9701 | 174.27 |
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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