S&P GSCI Natural Gas Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:65.84% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1243 | 21.18 | |
| 0.0799 | 50.52 | |
| 0.9093 | 571.16 | |
| -0.3821 | -9.61 |
Estimation Period:
Jan 7, 1994 to Mar 13, 2026
Jan 7, 1994 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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