S&P GSCI Natural Gas Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
49.67%
increased by 0.08%
1 Week
49.83%
increased by 0.24%
1 Month
50.45%
increased by 0.86%
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 | |
|---|---|---|
| 0.0360 | 18.37 | |
| 0.1577 | 42.89 | |
| 0.9857 | 1,300.41 | |
| 0.0276 | 8.84 |
Estimation Period:
Jan 7, 1994 to Jun 5, 2026
Jan 7, 1994 to Jun 5, 2026
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