Italgas Spa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.31% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 3.44 | |
| 0.0780 | 5.26 | |
| 0.9742 | 232.56 | |
| -0.0403 | -4.54 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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