S&P GSCI Natural Gas Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:46.73% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1179 | 22.43 | |
| 0.0731 | 43.01 | |
| 0.9173 | 518.26 |
Estimation Period:
Jan 7, 1994 to Dec 5, 2025
Jan 7, 1994 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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