United States Natural Gas Fund LP GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:126.34% (-5.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 13.14 | |
| 0.0880 | 16.61 | |
| 0.9235 | 456.94 | |
| -0.0276 | -3.88 |
Estimation Period:
Apr 18, 2007 to Feb 6, 2026
Apr 18, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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