S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:108.58% (-5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.4876 | 10.82 | |
| 0.0637 | 39.90 | |
| 0.9903 | 1,078.71 | |
| 9.4466 | 5.09 |
Estimation Period:
Jan 7, 1994 to Jan 23, 2026
Jan 7, 1994 to Jan 23, 2026
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