S&P GSCI Natural Gas Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:44.58% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0860 | 9.37 | |
| 0.7188 | 15.45 | |
| -0.0782 | -7.06 | |
| 0.5559 | 0.43 | |
| 0.2931 | 0.46 | |
| 0.6591 | 0.89 |
Estimation Period:
Jan 7, 1994 to Oct 17, 2025
Jan 7, 1994 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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