Italgas Spa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.38% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3696 | 23.07 | |
| 0.1553 | 27.03 | |
| 0.6853 | 89.60 | |
| 0.3062 | 6.97 |
Estimation Period:
Nov 8, 2016 to Feb 6, 2026
Nov 8, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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