FTSE MIB Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.25% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8070 | 132.33 | |
| 0.1940 | 22.93 | |
| 0.0144 | 3.69 | |
| 0.0911 | 4.13 | |
| 0.9022 | 39.41 |
Estimation Period:
Jan 1, 1998 to Feb 20, 2026
Jan 1, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other FTSE MIB Index Analyses
Other MF2-GARCH Analyses on Equity Indices