S&P GSCI Natural Gas Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:43.64% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0851 | 9.29 | |
| 0.7205 | 15.44 | |
| -0.0774 | -6.98 | |
| 0.5539 | 0.43 | |
| 0.2916 | 0.46 | |
| 0.6607 | 0.89 |
Estimation Period:
Jan 7, 1994 to Nov 21, 2025
Jan 7, 1994 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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