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	param	t-stat
$ω$	1.4229	6.77
$α$	0.0842	8.66
$β$	0.8981	89.80
$γ_{1}$	0.0108	0.73
$γ_{2}$	-0.0239	-0.98
$γ_{3}$	0.0459	2.62
$γ_{4}$	-0.0526	-4.47

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