Naturgy Energy Group SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.54% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1506 | 6.42 | |
| 0.1404 | 6.92 | |
| 0.7677 | 27.76 | |
| 0.0048 | 0.13 | |
| 0.0191 | 0.34 | |
| -0.1206 | -3.52 | |
| 0.2217 | 7.73 | |
| -0.1937 | -5.72 | |
| 0.0787 | 2.08 | |
| -0.0114 | -0.24 | |
| 0.0333 | 0.48 | |
| -0.1001 | -1.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Naturgy Energy Group SA Analyses
Other Spline-GARCH Analyses on International Equities