GAS Natural BAN SA EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
43.14%
decreased by 3.60%
1 Week
44.99%
decreased by 1.75%
1 Month
48.68%
increased by 1.94%
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 | |
|---|---|---|
| 0.3056 | 17.88 | |
| 0.2663 | 37.72 | |
| 0.8707 | 104.46 | |
| -0.0221 | -2.99 |
Estimation Period:
Mar 25, 1998 to May 15, 2026
Mar 25, 1998 to May 15, 2026
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