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	param	t-stat
$ω$	0.0353	17.62
$α$	0.1540	42.08
$β$	0.9859	1,273.82
$γ$	0.0268	8.76

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S&P GSCI Natural Gas Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:76.51% (-3.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses