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V-Lab

S.N.T.G.N. Transgaz S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.10% (-0.89%)
Analysis last updated: Friday, February 13, 2026 at 11:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S.N.T.G.N.  Transgaz S.A. SGARCH
paramt-stat
ω1.38706.17
α0.18946.00
β0.673015.09
γ10.20551.01
γ2-0.3765-1.11
γ30.27061.15
γ4-0.0138-0.06
γ5-0.3261-1.34
γ60.54182.33
γ7-0.5679-2.69
γ80.66133.16
Estimation Period:
Jan 29, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts