Henry Hub Natural Gas Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
61.47%
increased by 0.03%
1 Week
62.98%
increased by 1.54%
1 Month
68.18%
increased by 6.74%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6768 | 6.36 | |
| 0.0836 | 9.43 | |
| 0.9019 | 97.08 | |
| 0.0066 | 4.66 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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