Snam SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.78% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9231 | 7.61 | |
| 0.0966 | 5.98 | |
| 0.8390 | 39.00 | |
| 0.0037 | 1.24 | |
| -0.0117 | -2.29 |
Estimation Period:
Dec 5, 2001 to Feb 6, 2026
Dec 5, 2001 to Feb 6, 2026
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