GAS Natural BAN SA GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
41.26%
decreased by 2.13%
1 Week
41.75%
decreased by 1.64%
1 Month
43.23%
decreased by 0.16%
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 | |
|---|---|---|
| 0.3500 | 14.17 | |
| 0.1039 | 31.01 | |
| 0.8567 | 169.14 |
Estimation Period:
Mar 25, 1998 to May 15, 2026
Mar 25, 1998 to May 15, 2026
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