S&P GSCI Natural Gas Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:44.32% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1238 | 21.09 | |
| 0.0780 | 50.65 | |
| 0.9106 | 571.64 | |
| -0.3881 | -9.61 |
Estimation Period:
Jan 7, 1994 to Oct 24, 2025
Jan 7, 1994 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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