S&P GSCI Natural Gas Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:110.46% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1198 | 20.54 | |
| 0.0795 | 50.61 | |
| 0.9103 | 575.40 | |
| -0.3804 | -9.58 |
Estimation Period:
Jan 7, 1994 to Feb 13, 2026
Jan 7, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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