S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:69.34% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2469 | 11.17 | |
| 0.0633 | 39.63 | |
| 0.9899 | 1,072.52 | |
| 9.4975 | 5.03 |
Estimation Period:
Jan 7, 1994 to Dec 12, 2025
Jan 7, 1994 to Dec 12, 2025
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