FTSE MIB Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.16% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5200 | 8.23 | |
| 0.1066 | 8.98 | |
| 0.8698 | 73.55 | |
| 0.0329 | 5.81 | |
| -0.0497 | -5.24 | |
| 0.0224 | 2.33 |
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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