V-Lab: FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis

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FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:12.62% (-0.10%)

Analysis last updated: Friday, November 14, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8091	132.78
$γ$	0.1950	22.29
$λ_{1}$	0.0163	4.11
$λ_{2}$	0.0878	4.32
$λ_{3}$	0.9047	43.03

Estimation Period:
Jan 1, 1998 to Aug 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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