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	param	t-stat
$ω$	0.1192	20.46
$α$	0.0797	50.66
$β$	0.9103	575.75
$γ$	-0.3788	-9.57

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S&P GSCI Natural Gas Index AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:139.24% (-6.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses