FTSE MIB Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.45% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0709 | 5.26 | |
| 0.1087 | 8.86 | |
| 0.8639 | 70.59 | |
| -0.0260 | -1.23 | |
| 0.0785 | 2.65 | |
| -0.1035 | -5.85 | |
| 0.0794 | 4.27 | |
| -0.0668 | -2.06 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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