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	param	t-stat
$ω$	0.1083	19.02
$α$	0.0901	26.00
$β$	0.9192	550.73
$γ$	-0.0348	-7.02

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

Volatility Prediction for Monday, February 9th, 2026:131.57% (-4.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses