Italgas Spa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.98% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4530 | 16.09 | |
| 0.1144 | 14.10 | |
| 0.8927 | 126.14 | |
| 6.3153 | 3.44 |
Estimation Period:
Nov 8, 2016 to Feb 6, 2026
Nov 8, 2016 to Feb 6, 2026
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