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V-Lab
V-Lab
S&P GSCI Heating Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:30.15% (-1.08%)
Analysis last updated: Saturday, November 1, 2025 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Heating Oil Index MF2-GARCH
paramt-stat
m76
α0.058618.14
β0.8866176.75
γ0.02757.46
λ10.01416.16
λ20.02585.37
λ30.9707179.14
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts