S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:42.61% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0612 | 11.27 | |
| 0.0631 | 39.52 | |
| 0.9898 | 1,067.76 | |
| 9.5028 | 4.99 |
Estimation Period:
Jan 7, 1994 to Oct 10, 2025
Jan 7, 1994 to Oct 10, 2025
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