S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:75.75% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0620 | 19.56 | |
| 0.8870 | 177.54 | |
| 0.0226 | 6.24 | |
| 0.0143 | 6.30 | |
| 0.0266 | 5.38 | |
| 0.9701 | 175.50 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Heating Oil Index Analyses
Other MF2-GARCH Analyses on Commodities