S&P GSCI Natural Gas Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:47.44% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0855 | 9.35 | |
| 0.7199 | 15.47 | |
| -0.0778 | -7.03 | |
| 0.5536 | 0.43 | |
| 0.2916 | 0.46 | |
| 0.6609 | 0.90 |
Estimation Period:
Jan 7, 1994 to Oct 31, 2025
Jan 7, 1994 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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