S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:65.39% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3803 | 10.82 | |
| 0.0636 | 40.32 | |
| 0.9899 | 1,063.32 | |
| 9.1457 | 5.30 |
Estimation Period:
Jan 7, 1994 to Feb 27, 2026
Jan 7, 1994 to Feb 27, 2026
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