United States 12 Month Natural Gas Fund LP GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.51% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 12.15 | |
| 0.0795 | 13.32 | |
| 0.9260 | 353.57 | |
| -0.0227 | -2.79 |
Estimation Period:
Jan 4, 2010 to Feb 6, 2026
Jan 4, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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