Italgas Spa GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.30% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 6.34 | |
| 0.0445 | 6.04 | |
| 0.9170 | 72.94 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities