S&P GSCI Natural Gas Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:127.74% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0847 | 8.75 | |
| 0.7178 | 15.34 | |
| -0.0788 | -6.86 | |
| 0.5641 | 0.39 | |
| 0.3157 | 0.43 | |
| 0.6399 | 0.75 |
Estimation Period:
Jan 7, 1994 to Feb 6, 2026
Jan 7, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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