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	param	t-stat
$m$	21
$α$	0.0862	9.88
$β$	0.7246	16.48
$γ$	-0.0790	-7.44
$λ_{1}$	0.5710	0.44
$λ_{2}$	0.3055	0.46
$λ_{3}$	0.6476	0.86

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

Volatility Prediction for Friday, March 20th, 2026:50.94% (+0.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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