GAS Natural BAN SA Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
48.23%
decreased by 1.70%
1 Week
52.88%
increased by 2.95%
1 Month
57.85%
increased by 7.92%
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 | |
|---|---|---|
| 0.5790 | 6.27 | |
| 0.1715 | 8.16 | |
| 0.5984 | 12.14 | |
| -0.3222 | -4.55 | |
| 0.4140 | 4.03 | |
| -0.1686 | -2.17 | |
| 0.2218 | 2.83 | |
| -0.2212 | -2.68 | |
| 0.1147 | 1.12 | |
| -0.1038 | -1.11 | |
| 0.1243 | 1.69 | |
| -0.0898 | -1.75 |
Estimation Period:
Mar 25, 1998 to May 15, 2026
Mar 25, 1998 to May 15, 2026
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