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V-Lab
V-Lab
S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:39.83% (-0.18%)
Analysis last updated: Sunday, November 23, 2025 at 01:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Heating Oil Index MF2-GARCH
paramt-stat
m76
α0.059118.33
β0.8862176.71
γ0.02727.38
λ10.01426.17
λ20.02605.38
λ30.9706178.35
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts