Metrogas Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.09% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7222 | 6.01 | |
| 0.1603 | 9.03 | |
| 0.7168 | 24.66 | |
| 0.2200 | 2.37 | |
| -0.3944 | -2.86 | |
| 0.2463 | 3.16 | |
| -0.0726 | -1.13 | |
| 0.0266 | 0.39 | |
| -0.1236 | -1.61 | |
| 0.2459 | 2.59 | |
| -0.3521 | -2.76 | |
| 0.4484 | 3.66 | |
| -0.4641 | -2.95 |
Estimation Period:
Dec 4, 1995 to Feb 6, 2026
Dec 4, 1995 to Feb 6, 2026
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