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	param	t-stat
$m$	21
$α$	0.0833	8.92
$β$	0.7186	14.50
$γ$	-0.0748	-6.71
$λ_{1}$	0.5585	0.40
$λ_{2}$	0.3076	0.43
$λ_{3}$	0.6473	0.79

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

Volatility Prediction for Friday, January 30th, 2026:102.23% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses