S&P GSCI Natural Gas Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:109.48% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 17.42 | |
| 0.1567 | 42.37 | |
| 0.9865 | 1,296.38 | |
| 0.0270 | 8.56 |
Estimation Period:
Jan 7, 1994 to Feb 6, 2026
Jan 7, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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