S&P GSCI Natural Gas Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:49.06% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 17.53 | |
| 0.1529 | 41.70 | |
| 0.9858 | 1,265.50 | |
| 0.0270 | 8.78 |
Estimation Period:
Jan 7, 1994 to Nov 14, 2025
Jan 7, 1994 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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