V-Lab: FTSE MIB Index MF2-GARCH Volatility Analysis

V-Lab

FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:14.34% (-0.67%)

Analysis last updated: Monday, July 14, 2025 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8097	136.43
$γ$	0.1935	23.05
$λ_{1}$	0.0140	3.75
$λ_{2}$	0.0897	4.18
$λ_{3}$	0.9039	40.68

Estimation Period:
Jan 1, 1998 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts