V-Lab
FTSE MIB Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:13.07% (-0.32%)
Analysis last updated: Saturday, October 23, 2021, 04:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8358 | 164.02 | |
| 0.1685 | 30.25 | |
| 0.0149 | 3.77 | |
| 0.0927 | 4.10 | |
| 0.8999 | 37.60 |
Estimation Period:
Jan 1, 1998 to Oct 22, 2021
Jan 1, 1998 to Oct 22, 2021
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