S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:46.51% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1119 | 19.43 | |
| 0.0881 | 26.82 | |
| 0.9200 | 548.27 | |
| -0.0348 | -7.47 |
Estimation Period:
Jan 7, 1994 to Nov 7, 2025
Jan 7, 1994 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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