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	param	t-stat
$ω$	0.1088	19.06
$α$	0.0901	25.98
$β$	0.9193	550.45
$γ$	-0.0351	-7.11

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S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:99.70% (-4.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses