Italgas S.p.A. GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.41% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1403 | 14.09 | |
| 0.0930 | 16.04 | |
| 0.8333 | 93.59 |
Estimation Period:
Nov 7, 2016 to Feb 13, 2026
Nov 7, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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