S&P GSCI Natural Gas Index GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
39.13%
decreased by 1.30%
1 Week
39.54%
decreased by 0.89%
1 Month
41.04%
increased by 0.61%
Analysis last updated: Monday, April 20, 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 | |
|---|---|---|
| 0.1238 | 23.39 | |
| 0.0763 | 43.88 | |
| 0.9140 | 520.20 |
Estimation Period:
Jan 7, 1994 to Apr 17, 2026
Jan 7, 1994 to Apr 17, 2026
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