S&P GSCI Natural Gas Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:46.85% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1179 | 22.43 | |
| 0.0732 | 43.01 | |
| 0.9173 | 517.94 |
Estimation Period:
Jan 7, 1994 to Nov 28, 2025
Jan 7, 1994 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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