S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:47.78% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0684 | 11.37 | |
| 0.0629 | 39.65 | |
| 0.9898 | 1,074.72 | |
| 9.5265 | 4.99 |
Estimation Period:
Jan 7, 1994 to Dec 5, 2025
Jan 7, 1994 to Dec 5, 2025
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