S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:27.15% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0593 | 18.39 | |
| 0.8859 | 175.82 | |
| 0.0266 | 7.23 | |
| 0.0142 | 6.14 | |
| 0.0259 | 5.37 | |
| 0.9706 | 178.43 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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