S&P GSCI Natural Gas Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
46.60%
decreased by 1.85%
1 Week
46.82%
decreased by 1.63%
1 Month
47.64%
decreased by 0.81%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1288 | 21.71 | |
| 0.0806 | 50.99 | |
| 0.9080 | 573.21 | |
| -0.3865 | -9.75 |
Estimation Period:
Jan 7, 1994 to Jun 5, 2026
Jan 7, 1994 to Jun 5, 2026
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