Henry Hub Natural Gas AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
44.29%
decreased by 1.56%
1 Week
44.89%
decreased by 0.96%
1 Month
47.17%
increased by 1.32%
Analysis last updated: Wednesday, June 17, 2026 at 05:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1387 | 20.06 | |
| 0.0895 | 40.41 | |
| 0.9065 | 515.91 | |
| 0.0375 | 0.49 |
Estimation Period:
Aug 30, 2000 to Jun 12, 2026
Aug 30, 2000 to Jun 12, 2026
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