Henry Hub Natural Gas GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
52.77%
decreased by 0.78%
1 Week
53.21%
decreased by 0.34%
1 Month
54.89%
increased by 1.34%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1365 | 19.79 | |
| 0.0877 | 40.35 | |
| 0.9084 | 519.07 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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