Sngn Romgaz Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.27% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1261 | 14.57 | |
| 0.2925 | 22.16 | |
| 0.8297 | 74.25 | |
| -0.0371 | -2.25 |
Estimation Period:
Nov 12, 2013 to Feb 6, 2026
Nov 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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