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V-Lab

Naturgy Energy Group SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.54% (-0.39%)
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 SGARCH
paramt-stat
ω1.15066.42
α0.14046.92
β0.767727.76
γ10.00480.13
γ20.01910.34
γ3-0.1206-3.52
γ40.22177.73
γ5-0.1937-5.72
γ60.07872.08
γ7-0.0114-0.24
γ80.03330.48
γ9-0.1001-1.00
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts