According to https://apnews.com/article/ice-milan-cortina-olympics-immigration-enforcement-us-110fa4b2066e1fb920dba2a71c3a89e0

unit of U.S. Immigration and Customs Enforcement would be present during the upcoming Winter Games
but
“Obviously, ICE does not conduct immigration enforcement operations in foreign countries,″ the Department of Homeland Security said in a statement

Will they?

Will resolve Yes if there are reports from serious news agencies that ICE agents in Italy were indeed involved in immigration enforcement operations
Will resolve NA if ICE agents won't be present at 2026 winter olympics in Milan (according to openly available data)
Otherwise will resolve No

I will not bet on this market