S.N.T.G.N. Transgaz S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.56% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2017 | 4.38 | |
| 0.4621 | 3.49 | |
| 0.2791 | 1.72 | |
| 0.9953 | 0.37 |
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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