Natural Gas Distribution Co EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:45.96% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1497 | 6.71 | |
| 0.0931 | 11.18 | |
| 0.9449 | 157.15 | |
| 0.0623 | 4.48 |
Estimation Period:
Sep 22, 2021 to Feb 5, 2026
Sep 22, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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