Naturgy Energy Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.49% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4019 | 6.60 | |
| 0.1523 | 4.33 | |
| 0.6630 | 31.17 | |
| 0.1220 | 2.01 |
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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