S&P GSCI Natural Gas Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:75.58% (-4.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 17.48 | |
| 0.1565 | 42.30 | |
| 0.9864 | 1,292.83 | |
| 0.0271 | 8.60 |
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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