S.N.T.G.N. Transgaz S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.10% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3870 | 6.17 | |
| 0.1894 | 6.00 | |
| 0.6730 | 15.09 | |
| 0.2055 | 1.01 | |
| -0.3765 | -1.11 | |
| 0.2706 | 1.15 | |
| -0.0138 | -0.06 | |
| -0.3261 | -1.34 | |
| 0.5418 | 2.33 | |
| -0.5679 | -2.69 | |
| 0.6613 | 3.16 |
Estimation Period:
Jan 29, 2008 to Feb 6, 2026
Jan 29, 2008 to Feb 6, 2026
News Impact Curve
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