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	param	t-stat
$ω$	0.0353	17.61
$α$	0.1539	42.14
$β$	0.9859	1,273.83
$γ$	0.0269	8.78

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S&P GSCI Natural Gas Index EGARCH Volatility Analysis

Volatility Prediction for Thursday, January 22nd, 2026:103.83% (+6.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses