S&P GSCI Natural Gas Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:139.30% (-5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 21.90 | |
| 0.0750 | 43.34 | |
| 0.9166 | 522.87 |
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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