Table 2 Descriptive statistics of natural gas (NG) price, return, and realized volatility
From: A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
| Â | Natural gas (NG) | ||
|---|---|---|---|
Price | Return (%) | Realized volatility (%) | |
Mean | 3.1077 | 0.0266 | 0.0783 |
St. deviation | 0.8413 | 2.7582 | 0.2480 |
Median | 2.9211 | − 0.0441 | 0.0459 |
Min | 1.5280 | − 16.9456 | 0.0000 |
Max | 6.3993 | 31.7281 | 11.9986 |