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	param	t-stat
$ω$	0.1117	19.36
$α$	0.0886	26.96
$β$	0.9200	549.89
$γ$	-0.0354	-7.61

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

Volatility Prediction for Monday, December 22nd, 2025:59.00% (-2.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Natural Gas Index Analyses