GAS Natural BAN SA GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
34.96%
decreased by 0.17%
1 Week
36.23%
increased by 1.10%
1 Month
39.87%
increased by 4.74%
Analysis last updated: Friday, June 12, 2026 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3946 | 14.89 | |
| 0.0962 | 17.99 | |
| 0.8434 | 153.35 | |
| 0.0357 | 3.78 |
Estimation Period:
Mar 25, 1998 to Jun 5, 2026
Mar 25, 1998 to Jun 5, 2026
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