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Titas Gas Transmission Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:59.71% (+0.67%)
Analysis last updated: Friday, February 6, 2026 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Titas Gas Transmission S0GARCH
paramt-stat
ω1.38572.26
α0.11251.46
β0.887411.56
γ1-0.5914-0.74
γ20.54770.59
γ30.04770.18
γ40.08450.39
γ5-0.5385-2.50
γ61.44128.69
γ7-1.5716-22.68
Estimation Period:
Jul 11, 2008 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts