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	param	t-stat
$ω$	0.1098	19.43
$α$	0.0884	27.01
$β$	0.9194	550.21
$γ$	-0.0327	-6.90

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

Volatility Prediction for Friday, January 30th, 2026:99.01% (-1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses