Naturgy Energy Group SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.32% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1145 | 13.93 | |
| 0.1193 | 33.07 | |
| 0.8394 | 256.69 | |
| 0.5191 | 15.29 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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