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V-Lab

Sngn Romgaz Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.03% (-0.83%)
Analysis last updated: Wednesday, February 11, 2026 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sngn Romgaz Sa SGARCH
paramt-stat
ω0.78645.99
α0.15064.40
β0.661711.42
γ10.38580.84
γ2-0.8861-1.07
γ30.98871.35
γ4-0.9634-1.29
γ50.67340.98
γ60.08990.19
γ7-0.8968-2.29
γ81.12902.86
γ9-0.7375-1.42
Estimation Period:
Nov 12, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts