Skip to main content
V-Lab

Titas Gas Transmission Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.74% (+14.67%)
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 SGARCH
paramt-stat
ω13.75983.85
α0.357674.14
β0.6418133.43
γ10.17600.48
γ2-0.5253-1.08
γ30.72082.61
γ4-1.0011-3.08
γ52.01023.28
γ6-7.4573-8.96
γ719.615221.68
γ8-43.6673-9.41
Estimation Period:
Jul 11, 2008 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts