S&P GSCI Natural Gas Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:44.30% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1239 | 21.17 | |
| 0.0779 | 50.67 | |
| 0.9107 | 572.05 | |
| -0.3849 | -9.56 |
Estimation Period:
Jan 7, 1994 to Nov 21, 2025
Jan 7, 1994 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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