FTSE MIB Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.76% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8071 | 132.33 | |
| 0.1935 | 22.92 | |
| 0.0142 | 3.67 | |
| 0.0905 | 4.14 | |
| 0.9028 | 39.82 |
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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