First Trust Natural Gas ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.53% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2127 | 7.80 | |
| 0.0628 | 30.27 | |
| 0.9918 | 858.72 | |
| 10.2950 | 3.46 |
Estimation Period:
May 11, 2007 to Feb 6, 2026
May 11, 2007 to Feb 6, 2026
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