S&P GSCI Natural Gas Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
43.56%
decreased by 0.14%
1 Week
44.65%
increased by 0.95%
1 Month
46.26%
increased by 2.56%
Analysis last updated: Friday, May 22, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0859 | 9.82 | |
| 0.7258 | 16.86 | |
| -0.0793 | -7.48 | |
| 0.5886 | 0.43 | |
| 0.3092 | 0.46 | |
| 0.6417 | 0.83 |
Estimation Period:
Jan 7, 1994 to May 22, 2026
Jan 7, 1994 to May 22, 2026
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