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V-Lab

Naturgy Energy Group SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.34% (+0.67%)
Analysis last updated: Friday, February 13, 2026 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Naturgy Energy Group SA SGARCH
paramt-stat
ω0.45394.26
α0.28263.45
β0.42263.05
γ1-1.8046-0.49
γ2-2.9912-0.47
γ312.07702.88
γ4-13.0404-5.61
γ57.58423.21
γ60.28080.08
γ7-5.6904-1.10
γ86.01911.21
γ9-3.0625-0.77
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts