S&P GSCI Heating Oil Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
54.96%
decreased by 0.39%
1 Week
54.40%
decreased by 0.95%
1 Month
52.42%
decreased by 2.93%
Analysis last updated: Saturday, June 6, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 22.39 | |
| 0.1582 | 31.47 | |
| 0.9853 | 1,417.74 | |
| -0.0078 | -1.93 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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