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	param	t-stat
$m$	21
$α$	0.0866	10.03
$β$	0.7246	16.41
$γ$	-0.0792	-7.50
$λ_{1}$	0.5626	0.43
$λ_{2}$	0.3015	0.46
$λ_{3}$	0.6523	0.87

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S&P GSCI Natural Gas Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:56.97% (-4.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses