Italgas Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.08% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 6.37 | |
| 0.0134 | 2.83 | |
| 0.9272 | 90.05 | |
| 0.0426 | 4.43 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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