S.N.T.G.N. Transgaz S.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.88% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1312 | 12.18 | |
| 0.5554 | 16.11 | |
| 0.0958 | 7.82 | |
| 0.1860 | 0.87 | |
| 0.0848 | 0.80 | |
| 0.8370 | 4.33 |
Estimation Period:
Jan 29, 2008 to Feb 6, 2026
Jan 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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