Snam Spa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.59% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0013 | -0.09 | |
| 0.3922 | 12.78 | |
| 0.6119 | 10.42 | |
| -0.0254 | -1.31 |
Estimation Period:
Nov 17, 2022 to Jan 16, 2026
Nov 17, 2022 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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