S.N.T.G.N. Transgaz S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.33% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3077 | 18.20 | |
| 0.1391 | 10.99 | |
| 0.6951 | 63.23 | |
| 0.1189 | 5.67 |
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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