S.N.T.G.N. Transgaz S.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.37% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.18 | |
| 0.3808 | 27.45 | |
| 0.5000 | 92.15 | |
| 0.0000 | 0.00 | |
| 0.4860 | 22.75 | |
| 0.0000 | 0.02 |
Estimation Period:
Mar 14, 2025 to Feb 6, 2026
Mar 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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