S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:105.31% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6399 | 10.41 | |
| 0.0637 | 40.40 | |
| 0.9904 | 1,067.29 | |
| 9.2679 | 5.19 |
Estimation Period:
Jan 7, 1994 to Feb 6, 2026
Jan 7, 1994 to Feb 6, 2026
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