S&P GSCI Heating Oil Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
53.13%
decreased by 0.98%
1 Week
52.87%
decreased by 1.24%
1 Month
51.88%
decreased by 2.23%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 23.62 | |
| 0.0719 | 35.00 | |
| 0.9188 | 464.02 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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