S&P GSCI Natural Gas Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
33.82%
decreased by 1.38%
1 Week
34.30%
decreased by 0.90%
1 Month
36.16%
increased by 0.96%
Analysis last updated: Tuesday, April 21, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 18.20 | |
| 0.1580 | 42.63 | |
| 0.9857 | 1,291.90 | |
| 0.0277 | 8.80 |
Estimation Period:
Jan 7, 1994 to Apr 17, 2026
Jan 7, 1994 to Apr 17, 2026
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