Snam SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.63% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0847 | 21.89 | |
| 0.0513 | 8.07 | |
| 0.8605 | 194.55 | |
| 0.0719 | 7.53 |
Estimation Period:
Dec 5, 2001 to Feb 6, 2026
Dec 5, 2001 to Feb 6, 2026
News Impact Curve
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