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V-Lab

Gaztransport Et Technigaz Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.21% (+0.47%)
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 SGARCH
paramt-stat
ω0.76567.29
α0.09902.58
β0.39832.74
γ10.88342.55
γ2-1.8305-2.75
γ31.61232.64
γ4-0.8797-1.82
γ50.01320.03
γ60.61551.42
γ7-1.0233-2.29
γ81.35233.32
γ9-1.5915-2.52
Estimation Period:
May 5, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts