S&P GSCI Natural Gas Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:101.16% (-4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1155 | 22.08 | |
| 0.0748 | 43.24 | |
| 0.9165 | 520.75 |
Estimation Period:
Jan 7, 1994 to Feb 20, 2026
Jan 7, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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