S&P GSCI Natural Gas Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:47.99% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0859 | 9.42 | |
| 0.7201 | 15.56 | |
| -0.0782 | -7.09 | |
| 0.5563 | 0.43 | |
| 0.2932 | 0.46 | |
| 0.6591 | 0.89 |
Estimation Period:
Jan 7, 1994 to Oct 10, 2025
Jan 7, 1994 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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