FTSE MIB Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.97% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 7.35 | |
| 0.1667 | 33.73 | |
| 0.9770 | 904.67 | |
| -0.0968 | -22.31 |
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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