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	param	t-stat
$ω$	0.1109	19.38
$α$	0.0886	27.01
$β$	0.9198	551.09
$γ$	-0.0345	-7.41

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

Volatility Prediction for Monday, January 12th, 2026:76.64% (+8.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses