FTSE MIB Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.32%
decreased by 0.70%
1 Week
15.60%
decreased by 0.42%
1 Month
16.63%
increased by 0.61%
Analysis last updated: Tuesday, June 9, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 22.14 | |
| 0.1037 | 38.42 | |
| 0.8875 | 367.64 |
Estimation Period:
Jan 1, 1998 to Jun 5, 2026
Jan 1, 1998 to Jun 5, 2026
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