Skip to main content
V-Lab

Naturgy Energy Group SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.10% (-0.32%)
Analysis last updated: Sunday, February 8, 2026 at 02:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Naturgy Energy Group SA S0GARCH
paramt-stat
ω1.17556.50
α0.14027.01
β0.769228.13
γ10.01220.33
γ20.00510.09
γ3-0.1058-3.09
γ40.20477.11
γ5-0.1761-5.18
γ60.06191.67
γ70.00740.17
γ80.00160.03
γ9-0.0219-0.47
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts