Italgas Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.17% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2291 | 3.14 | |
| 0.0535 | 2.46 | |
| 0.9088 | 23.83 | |
| 0.0198 | 0.79 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
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