Henry Hub Natural Gas EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
54.63%
decreased by 0.27%
1 Week
55.03%
increased by 0.13%
1 Month
56.53%
increased by 1.63%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 18.86 | |
| 0.1755 | 42.13 | |
| 0.9874 | 1,245.20 | |
| 0.0100 | 2.07 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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