Snam Spa GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:11.28% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3290 | 8.05 | |
| 0.3637 | 10.54 | |
| 0.3485 | 9.15 |
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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