Enagas SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.16% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8975 | 5.30 | |
| 0.3718 | 3.49 | |
| 0.2096 | 2.08 | |
| -2.5833 | -4.51 | |
| 4.5900 | 5.18 | |
| -3.5600 | -5.50 | |
| 2.8052 | 4.47 | |
| -2.2099 | -3.58 | |
| 1.3493 | 2.70 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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