Italgas Spa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.30% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0806 | 10.92 | |
| 0.2122 | 20.49 | |
| 0.9106 | 117.02 | |
| -0.0626 | -6.34 |
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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