GAS Natural BAN SA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
41.99%
decreased by 2.39%
1 Week
42.55%
decreased by 1.83%
1 Month
44.21%
decreased by 0.17%
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 | |
|---|---|---|
| 0.3940 | 14.87 | |
| 0.0961 | 18.00 | |
| 0.8436 | 153.63 | |
| 0.0360 | 3.81 |
Estimation Period:
Mar 25, 1998 to May 15, 2026
Mar 25, 1998 to May 15, 2026
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