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V-Lab

Snam Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:0.00% (0.00%)
Analysis last updated: Tuesday, January 20, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Snam Spa SGARCH
paramt-stat
ω68.8326688,325,600.00
α0.46564,656,050.00
β0.53445,343,950.00
γ1-32.8632-328,632,200.00
γ2-257.4573-2,574,573,000.00
γ31,083.506010,835,060,000.00
γ4-1,150.0110-11,500,110,000.00
γ5-4,353.8770-43,538,770,000.00
Estimation Period:
Nov 17, 2022 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts