Henry Hub Natural Gas EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
49.22%
decreased by 1.74%
1 Week
49.71%
decreased by 1.25%
1 Month
51.56%
increased by 0.60%
Analysis last updated: Saturday, June 13, 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 | |
|---|---|---|
| 0.0383 | 18.84 | |
| 0.1754 | 42.13 | |
| 0.9875 | 1,245.21 | |
| 0.0099 | 2.06 |
Estimation Period:
Aug 30, 2000 to Jun 12, 2026
Aug 30, 2000 to Jun 12, 2026
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