FTSE MIB Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.30% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 22.00 | |
| 0.1039 | 38.15 | |
| 0.8875 | 365.36 |
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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