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V-Lab

S.N.T.G.N. Transgaz S.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.35% (-2.05%)
Analysis last updated: Tuesday, February 10, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S.N.T.G.N.  Transgaz S.A. S0GARCH
paramt-stat
ω1.38486.03
α0.19146.08
β0.676715.54
γ10.20220.96
γ2-0.3733-1.08
γ30.27201.14
γ4-0.0232-0.10
γ5-0.2955-1.21
γ60.46522.02
γ7-0.3863-1.93
γ80.16581.21
Estimation Period:
Jan 29, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts