S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
45.11%
decreased by 1.57%
1 Week
45.34%
decreased by 1.34%
1 Month
46.19%
decreased by 0.49%
Analysis last updated: Monday, April 13, 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 | |
|---|---|---|
| 0.1157 | 20.12 | |
| 0.0916 | 26.49 | |
| 0.9175 | 548.44 | |
| -0.0367 | -7.44 |
Estimation Period:
Jan 7, 1994 to Apr 10, 2026
Jan 7, 1994 to Apr 10, 2026
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