Italgas Spa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.52% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2211 | 14.23 | |
| 0.0993 | 14.80 | |
| 0.7681 | 64.63 | |
| 0.2721 | 4.40 |
Estimation Period:
Oct 4, 2017 to Feb 13, 2026
Oct 4, 2017 to Feb 13, 2026
News Impact Curve
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