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	param	t-stat
$ω$	0.1113	19.33
$α$	0.0905	26.09
$β$	0.9188	546.26
$γ$	-0.0359	-7.28

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

Volatility Prediction for Friday, March 6th, 2026:74.17% (-1.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses