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V-Lab
S&P GSCI Natural Gas Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:61.52% (-0.21%)
Analysis last updated: Friday, December 19, 2025 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Natural Gas Index MF2-GARCH
paramt-stat
m21
α0.08519.95
β0.723415.11
γ-0.0747-7.10
λ10.54600.45
λ20.28990.47
λ30.66410.93
Estimation Period:
Jan 7, 1994 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts