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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.1114	2.84***
α ARCH Response to squared shocks	0.0638	10.01***
β GARCH Volatility persistence	0.9895	270.74***
ν DF Student-t tail thickness	9.1991	1.32

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S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Natural Gas Index Analyses