FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.37% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5189 | 8.24 | |
| 0.1066 | 8.98 | |
| 0.8698 | 73.47 | |
| 0.0329 | 6.37 | |
| -0.0496 | -6.29 | |
| 0.0224 | 5.08 |
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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