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Naturgy Energy Group SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.75% (-1.56%)
Analysis last updated: Sunday, February 8, 2026 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Naturgy Energy Group SA S0GARCH
paramt-stat
ω0.45124.25
α0.28163.44
β0.42253.03
γ1-1.9003-0.52
γ2-2.8113-0.44
γ311.90182.83
γ4-12.8702-5.53
γ57.45283.18
γ60.36040.10
γ7-5.7364-1.15
γ86.07151.33
γ9-3.1881-1.30
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts