Natural Gas & Mining Project GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.74% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2318 | 16.68 | |
| 0.1356 | 17.89 | |
| 0.8648 | 153.30 | |
| -0.0657 | -6.07 |
Estimation Period:
Jan 13, 1999 to Feb 5, 2026
Jan 13, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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