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Gaztransport Et Technigaz Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.80% (+0.12%)
Analysis last updated: Saturday, February 7, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gaztransport Et Technigaz S0GARCH
paramt-stat
ω0.77366.95
α0.07102.17
β0.64045.38
γ10.88232.39
γ2-1.8084-2.55
γ31.57552.43
γ4-0.8802-1.72
γ50.08300.18
γ60.48291.07
γ7-0.8141-1.80
γ80.96592.67
γ9-0.6910-2.93
Estimation Period:
May 5, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts