FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:17.39% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5186 | 8.24 | |
| 0.1066 | 8.99 | |
| 0.8698 | 73.53 | |
| 0.0328 | 6.37 | |
| -0.0496 | -6.29 | |
| 0.0223 | 5.08 |
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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