From Lazard's latest LCOE estimates. To maintain comparability, Lazard hasn't changed the cost of capital used in these calculations. But if you were to use the interest rates that are currently available for industrial scale wind and solar plants they would be even cheaper, but gas would only be a little cheaper because so much of its cost is fuel. Note: these are the unsubsidised costs, but the hidden costs of coal, gas and nuclear are not included.
Since 2008, the cost of solar has dropped by 72%, wind by 48%. Gas is cheaper too, as fracking has grown, but whereas gas was the cheapest in 2009, now it's clearly wind and solar. Gas produces half the CO2 emissions of coal per MW. But methane is 86 times as potent a greenhouse gas as carbon dioxide over 20 years, and 34 times as potent over 100 years, and fracking causes serious environmental damage. My guess is that while wind and solar will continue to gain market share, gas's share will peak as soon as battery costs fall far enough, which may only be 5 years away.
Disclaimer. After nearly 40 years managing money for some of the largest life offices and investment managers in the world, I think I have something to offer. These days I'm retired, and I can't by law give you advice. I do make mistakes, but I try hard to do my analysis thoroughly, and to make sure my data are correct. Remember: the unexpected sometimes happens. The expected does too, but all too often it takes longer than you thought it would.
The Goddess of Markets punishes (eventually) greed, folly, laziness and arrogance. No matter how many years you've served Her. Take care. Be humble. And don't blame me.
BTW, clicking on most charts will produce the original-sized, i.e., bigger version.