Henry Hub Natural Gas MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
47.60%
decreased by 1.66%
1 Week
48.09%
decreased by 1.17%
1 Month
49.96%
increased by 0.70%
Analysis last updated: Saturday, June 13, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0848 | 25.02 | |
| 0.9104 | 363.59 | |
| 0.0018 | 0.33 | |
| 10.0000 | 1.57 | |
| 0.0000 | 0.00 | |
| 0.6981 | 3.17 |
Estimation Period:
Aug 30, 2000 to Jun 12, 2026
Aug 30, 2000 to Jun 12, 2026
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