S&P GSCI Heating Oil Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
49.60%
increased by 0.98%
1 Week
49.53%
increased by 0.91%
1 Month
49.24%
increased by 0.62%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2913 | 5.81 | |
| 0.0544 | 54.27 | |
| 0.9959 | 1,420.66 | |
| 7.4546 | 8.06 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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