Sngn Romgaz SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.57% (-9.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9001 | 6.34 | |
| 0.2267 | 3.60 | |
| 0.3935 | 5.48 | |
| 0.1315 | 0.75 |
Estimation Period:
Mar 14, 2025 to Feb 13, 2026
Mar 14, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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