S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:49.96% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1117 | 19.42 | |
| 0.0880 | 26.82 | |
| 0.9201 | 549.32 | |
| -0.0348 | -7.48 |
Estimation Period:
Jan 7, 1994 to Nov 28, 2025
Jan 7, 1994 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Natural Gas Index Analyses
Other GJR-GARCH Analyses on Commodities