Italgas Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.95% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2634 | 13.45 | |
| 0.0603 | 7.92 | |
| 0.7735 | 66.53 | |
| 0.1116 | 5.89 |
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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