S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:46.38% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0646 | 11.32 | |
| 0.0629 | 39.62 | |
| 0.9898 | 1,071.22 | |
| 9.5016 | 5.00 |
Estimation Period:
Jan 7, 1994 to Nov 14, 2025
Jan 7, 1994 to Nov 14, 2025
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