S&P GSCI Natural Gas Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:66.58% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1178 | 22.42 | |
| 0.0735 | 43.30 | |
| 0.9171 | 519.61 |
Estimation Period:
Jan 7, 1994 to Jan 2, 2026
Jan 7, 1994 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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