S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:56.51% (+11.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1119 | 19.40 | |
| 0.0883 | 26.75 | |
| 0.9199 | 547.56 | |
| -0.0350 | -7.47 |
Estimation Period:
Jan 7, 1994 to Oct 17, 2025
Jan 7, 1994 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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