S.N.T.G.N. Transgaz S.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.10% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1424 | 4.15 | |
| 0.4636 | 3.57 | |
| 0.2820 | 1.75 | |
| 0.1305 | 0.21 |
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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