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	param	t-stat
$ω$	0.1118	19.50
$α$	0.0907	26.22
$β$	0.9187	547.80
$γ$	-0.0360	-7.32

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S&P GSCI Natural Gas Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:71.92% (-2.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses