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	param	t-stat
$ω$	11.2387	11.17
$α$	0.0632	39.73
$β$	0.9900	1,073.70
$ν$	9.4947	5.02

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S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2026:68.40% (+5.89%)

Date Range:

Parameter Estimates

Other S&P GSCI Natural Gas Index Analyses