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V-Lab

Sngn Romgaz Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.39% (-0.48%)
Analysis last updated: Tuesday, February 10, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sngn Romgaz Sa S0GARCH
paramt-stat
ω0.78105.97
α0.15064.41
β0.661311.38
γ10.36810.80
γ2-0.8579-1.04
γ30.96991.32
γ4-0.9496-1.27
γ50.66620.97
γ60.08900.19
γ7-0.8869-2.32
γ81.10503.16
γ9-0.6752-3.01
Estimation Period:
Nov 12, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts