S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
55.16%
increased by 0.26%
1 Week
55.13%
increased by 0.23%
1 Month
55.00%
increased by 0.10%
Analysis last updated: Friday, March 27, 2026 at 11:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3206 | 11.07 | |
| 0.0637 | 40.19 | |
| 0.9898 | 1,082.97 | |
| 9.1748 | 5.31 |
Estimation Period:
Jan 7, 1994 to Mar 27, 2026
Jan 7, 1994 to Mar 27, 2026
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