FTSE MIB Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.46% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0046 | -1.45 | |
| 0.0986 | 34.97 | |
| 0.8821 | 347.00 | |
| 0.7114 | 23.27 |
Estimation Period:
Jan 1, 1998 to Feb 20, 2026
Jan 1, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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