S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:48.03% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1120 | 19.39 | |
| 0.0885 | 26.76 | |
| 0.9199 | 547.21 | |
| -0.0352 | -7.51 |
Estimation Period:
Jan 7, 1994 to Oct 10, 2025
Jan 7, 1994 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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