S.N.T.G.N. Transgaz S.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.84% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1046 | 17.12 | |
| 0.2598 | 25.60 | |
| 0.9117 | 156.73 | |
| -0.0315 | -3.89 |
Estimation Period:
Jan 29, 2008 to Feb 13, 2026
Jan 29, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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