United States 12 Month Natural Gas Fund LP MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.88% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0517 | 8.66 | |
| 0.9558 | 176.97 | |
| -0.0237 | -9.92 | |
| 1.2861 | 0.33 | |
| 0.4087 | 0.32 | |
| 0.3150 | 0.15 |
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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