Naturgy Energy Group SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.34% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4539 | 4.26 | |
| 0.2826 | 3.45 | |
| 0.4226 | 3.05 | |
| -1.8046 | -0.49 | |
| -2.9912 | -0.47 | |
| 12.0770 | 2.88 | |
| -13.0404 | -5.61 | |
| 7.5842 | 3.21 | |
| 0.2808 | 0.08 | |
| -5.6904 | -1.10 | |
| 6.0191 | 1.21 | |
| -3.0625 | -0.77 |
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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