S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:30.39% (+4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0593 | 18.28 | |
| 0.8859 | 176.12 | |
| 0.0271 | 7.34 | |
| 0.0143 | 6.17 | |
| 0.0262 | 5.37 | |
| 0.9703 | 176.52 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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