FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.24% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6576 | 5.94 | |
| 0.0835 | 42.85 | |
| 0.9927 | 774.32 | |
| 8.1648 | 6.62 |
Estimation Period:
Jan 1, 1998 to Feb 20, 2026
Jan 1, 1998 to Feb 20, 2026
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