Henry Hub Natural Gas APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
53.70%
increased by 0.26%
1 Week
54.02%
increased by 0.58%
1 Month
55.19%
increased by 1.75%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1041 | 12.11 | |
| 0.0873 | 38.26 | |
| 0.9127 | 421.58 | |
| -0.0411 | -1.90 | |
| 1.5097 | 30.87 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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