FTSE MIB Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.23% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0046 | -1.45 | |
| 0.0987 | 34.96 | |
| 0.8820 | 346.70 | |
| 0.7115 | 23.28 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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