S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:33.09% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0594 | 18.45 | |
| 0.8857 | 175.63 | |
| 0.0266 | 7.22 | |
| 0.0144 | 6.12 | |
| 0.0262 | 5.35 | |
| 0.9704 | 176.11 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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