S&P GSCI Natural Gas Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:48.62% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0852 | 9.30 | |
| 0.7206 | 15.43 | |
| -0.0774 | -6.98 | |
| 0.5529 | 0.43 | |
| 0.2912 | 0.46 | |
| 0.6613 | 0.89 |
Estimation Period:
Jan 7, 1994 to Nov 14, 2025
Jan 7, 1994 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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