S&P GSCI Natural Gas Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:47.70% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 17.47 | |
| 0.1532 | 41.69 | |
| 0.9858 | 1,263.87 | |
| 0.0271 | 8.75 |
Estimation Period:
Jan 7, 1994 to Oct 17, 2025
Jan 7, 1994 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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