Snam Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:11.23% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3278 | 8.10 | |
| 0.3382 | 5.10 | |
| 0.3452 | 9.22 | |
| 0.0746 | 0.94 |
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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