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	param	t-stat
$m$	76
$α$	0.0627	19.94
$β$	0.8865	178.05
$γ$	0.0221	6.13
$λ_{1}$	0.0144	6.32
$λ_{2}$	0.0268	5.39
$λ_{3}$	0.9699	174.22

V-Lab

S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:72.57% (-3.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Heating Oil Index Analyses