FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.73% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6493 | 5.91 | |
| 0.0833 | 42.97 | |
| 0.9927 | 774.95 | |
| 8.1424 | 6.64 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
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