Titas Gas Transmission Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.74% (+14.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.7598 | 3.85 | |
| 0.3576 | 74.14 | |
| 0.6418 | 133.43 | |
| 0.1760 | 0.48 | |
| -0.5253 | -1.08 | |
| 0.7208 | 2.61 | |
| -1.0011 | -3.08 | |
| 2.0102 | 3.28 | |
| -7.4573 | -8.96 | |
| 19.6152 | 21.68 | |
| -43.6673 | -9.41 |
Estimation Period:
Jul 11, 2008 to Feb 5, 2026
Jul 11, 2008 to Feb 5, 2026
News Impact Curve
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