National Fuel Gas Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.74%
decreased by 0.36%
1 Week
20.87%
decreased by 0.23%
1 Month
21.28%
increased by 0.18%
Analysis last updated: Saturday, June 13, 2026 at 12:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 16.49 | |
| 0.0208 | 11.94 | |
| 0.9216 | 361.40 | |
| 0.0583 | 13.07 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities