Snam SpA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.87% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 11.12 | |
| 0.1604 | 23.93 | |
| 0.9579 | 401.47 | |
| -0.0518 | -8.02 |
Estimation Period:
Dec 5, 2001 to Feb 6, 2026
Dec 5, 2001 to Feb 6, 2026
News Impact Curve
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