FTSE World Italy Large Cap Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
16.87%
decreased by 1.12%
1 Week
17.22%
decreased by 0.77%
1 Month
18.43%
increased by 0.44%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -1.04 | |
| 0.0997 | 35.40 | |
| 0.8807 | 353.27 | |
| 0.7084 | 24.29 |
Estimation Period:
Jan 1, 1998 to Apr 30, 2026
Jan 1, 1998 to Apr 30, 2026
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