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	param	t-stat
$ω$	1.4250	6.73
$α$	0.0842	8.71
$β$	0.8984	90.62
$γ_{1}$	0.0102	0.69
$γ_{2}$	-0.0226	-0.93
$γ_{3}$	0.0442	2.53
$γ_{4}$	-0.0510	-4.35

V-Lab

Henry Hub Natural Gas Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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Other Henry Hub Natural Gas Analyses