Henry Hub Natural Gas GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
52.83%
decreased by 0.79%
1 Week
53.27%
decreased by 0.35%
1 Month
54.93%
increased by 1.31%
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 | |
|---|---|---|
| 0.1363 | 19.67 | |
| 0.0884 | 25.38 | |
| 0.9086 | 519.19 | |
| -0.0020 | -0.31 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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