S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
59.41%
decreased by 0.85%
1 Week
59.28%
decreased by 0.98%
1 Month
58.78%
decreased by 1.48%
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 | |
|---|---|---|
| 6.4045 | 5.78 | |
| 0.0543 | 54.53 | |
| 0.9960 | 1,473.40 | |
| 7.4392 | 8.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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