Italgas S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.06% (+2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 8.88 | |
| 0.1741 | 19.06 | |
| 0.9417 | 215.05 | |
| -0.0426 | -4.22 |
Estimation Period:
Nov 7, 2016 to Feb 6, 2026
Nov 7, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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