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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0485	23.35***
α ARCH Response to squared shocks	0.0691	18.16***
β GARCH Volatility persistence	0.9196	468.97***
γ leverage Additional response to negative shocks	0.0044	0.75

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S&P GSCI Heating Oil Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Heating Oil Index Analyses