Naturgy Energy Group SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.75% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4512 | 4.25 | |
| 0.2816 | 3.44 | |
| 0.4225 | 3.03 | |
| -1.9003 | -0.52 | |
| -2.8113 | -0.44 | |
| 11.9018 | 2.83 | |
| -12.8702 | -5.53 | |
| 7.4528 | 3.18 | |
| 0.3604 | 0.10 | |
| -5.7364 | -1.15 | |
| 6.0715 | 1.33 | |
| -3.1881 | -1.30 |
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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