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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	106
α ARCH Response to squared shocks	0.0846	25.01***
β GARCH Volatility persistence	0.9105	363.61***
γ leverage Additional response to negative shocks	0.0019	0.37
λ₁ tau intercept Baseline long-term coefficient	9.9548	1.55
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.6951	3.10***

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Henry Hub Natural Gas MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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