FTSE MIB Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.80% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 30.70 | |
| 0.0920 | 30.62 | |
| 0.9054 | 389.44 | |
| 0.5681 | 20.08 | |
| 1.1375 | 31.33 |
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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