Henry Hub Natural Gas GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
50.65%
decreased by 2.12%
1 Week
51.12%
decreased by 1.65%
1 Month
52.93%
increased by 0.16%
Analysis last updated: Wednesday, June 10, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1365 | 19.79 | |
| 0.0877 | 40.35 | |
| 0.9084 | 519.07 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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