Naturgy Energy Group SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.10% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1755 | 6.50 | |
| 0.1402 | 7.01 | |
| 0.7692 | 28.13 | |
| 0.0122 | 0.33 | |
| 0.0051 | 0.09 | |
| -0.1058 | -3.09 | |
| 0.2047 | 7.11 | |
| -0.1761 | -5.18 | |
| 0.0619 | 1.67 | |
| 0.0074 | 0.17 | |
| 0.0016 | 0.03 | |
| -0.0219 | -0.47 |
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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