Naturgy Energy Group SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.71% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.4060 | 12.80 | |
| 0.0000 | 0.00 | |
| -0.2615 | -7.31 | |
| 0.6668 | 0.80 | |
| 0.7486 | 1.52 | |
| 0.0000 | 0.00 |
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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