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	param	t-stat
$m$	21
$α$	0.0848	9.74
$β$	0.7229	15.12
$γ$	-0.0751	-7.07
$λ_{1}$	0.5478	0.44
$λ_{2}$	0.2910	0.46
$λ_{3}$	0.6629	0.91

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

Volatility Prediction for Thursday, January 8th, 2026:72.93% (+4.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses