Italgas S.p.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.06% (+7.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0102 | 9.52 | |
| 0.1024 | 4.15 | |
| 0.8095 | 21.46 | |
| -0.0023 | -0.26 |
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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