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	param	t-stat
$ω$	0.1219	21.00
$α$	0.0790	50.99
$β$	0.9104	574.76
$γ$	-0.3721	-9.32

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S&P GSCI Natural Gas Index AGARCH Volatility Analysis

Volatility Prediction for Wednesday, January 28th, 2026:101.41% (-4.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses