V-Lab
V-Lab
FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:14.26% (-0.46%)

Analysis last updated: Saturday, October 23, 2021, 05:14 AM UTC

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graph of FTSE World Italy Large Cap Index MF2-GARCH
paramt-stat
m41
α0.00000.00
β0.8397172.56
γ0.168131.88
λ10.02732.67
λ20.15462.44
λ30.831712.22
Estimation Period:
Jan 1, 1998 to Oct 22, 2021
Impact of return on volatility tomorrow
Volatility Forecasts