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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.3250	5.77***
α ARCH Response to squared shocks	0.0542	54.50***
β GARCH Volatility persistence	0.9959	1,437.15***
ν DF Student-t tail thickness	7.4182	8.16***

V-Lab

S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Heating Oil Index Analyses