GAS Natural BAN SA AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.09%
decreased by 2.45%
1 Week
42.62%
decreased by 1.92%
1 Month
44.16%
decreased by 0.38%
Analysis last updated: Thursday, May 21, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3910 | 14.48 | |
| 0.1151 | 31.37 | |
| 0.8401 | 150.42 | |
| 0.3789 | 6.79 |
Estimation Period:
Mar 25, 1998 to May 15, 2026
Mar 25, 1998 to May 15, 2026
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