FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.44% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5196 | 8.25 | |
| 0.1065 | 8.97 | |
| 0.8699 | 73.44 | |
| 0.0330 | 6.38 | |
| -0.0499 | -6.30 | |
| 0.0225 | 5.10 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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