S&P GSCI Natural Gas Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
47.24%
increased by 0.16%
1 Week
47.44%
increased by 0.36%
1 Month
48.17%
increased by 1.09%
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 | |
|---|---|---|
| 0.1240 | 23.50 | |
| 0.0761 | 44.24 | |
| 0.9141 | 526.55 |
Estimation Period:
Jan 7, 1994 to Jun 5, 2026
Jan 7, 1994 to Jun 5, 2026
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