Sngn Romgaz Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.06% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3041 | 18.96 | |
| 0.1527 | 9.12 | |
| 0.6758 | 52.94 | |
| 0.0489 | 1.63 |
Estimation Period:
Nov 12, 2013 to Feb 13, 2026
Nov 12, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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