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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4255	6.71***
α ARCH Response to squared shocks	0.0841	8.73***
β GARCH Volatility persistence	0.8987	91.09***

γ₁	0.0099	0.67
γ₂	-0.0221	-0.91
γ₃	0.0435	2.50**
γ₄	-0.0503	-4.33***

V-Lab

Henry Hub Natural Gas Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Henry Hub Natural Gas Analyses