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	param	t-stat
$ω$	0.0350	17.79
$α$	0.1553	42.14
$β$	0.9861	1,287.37
$γ$	0.0256	8.26

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S&P GSCI Natural Gas Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:111.78% (-6.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses