S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:101.42% (+4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3632 | 11.08 | |
| 0.0635 | 39.80 | |
| 0.9901 | 1,083.27 | |
| 9.5197 | 5.04 |
Estimation Period:
Jan 7, 1994 to Jan 16, 2026
Jan 7, 1994 to Jan 16, 2026
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