Sngn Romgaz SA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.10% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7522 | 6.52 | |
| 0.3070 | 6.43 | |
| 0.3954 | 5.92 |
Estimation Period:
Mar 14, 2025 to Feb 6, 2026
Mar 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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