Which Intel graphics and chipsets support three independent displays?

Three independent displays are only supported with the following Intel products:

Intel® Processors:

• 4th Generation Intel® Core™ Processors with Intel® Iris™ Pro Graphics 5200
• 4th Generation Intel® Core™ Processors with Intel® Iris™ Graphics 5100
• 4th Generation Intel® Core™ Processors with Intel® HD Graphics 5000/4600/4400/4200
• 3rd Generation Intel® Core™ Processors with Intel® HD Graphics 4000/2500

https://software.intel.com/en-us/articles/quick-reference-guide-to-intel-processor-graphics