GAS Natural BAN SA MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
43.93%
decreased by 2.49%
1 Week
47.55%
increased by 1.13%
1 Month
51.73%
increased by 5.31%
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 | |
|---|---|---|
| 106 | ||
| 0.1547 | 26.95 | |
| 0.6382 | 60.84 | |
| 0.0565 | 5.57 | |
| 0.0288 | 0.87 | |
| 0.0141 | 3.58 | |
| 0.9827 | 168.24 |
Estimation Period:
Mar 25, 1998 to May 15, 2026
Mar 25, 1998 to May 15, 2026
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