FTSE MIB Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
19.30%
increased by 1.43%
1 Week
19.52%
increased by 1.65%
1 Month
20.26%
increased by 2.39%
Analysis last updated: Monday, April 20, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0048 | -1.51 | |
| 0.0985 | 35.09 | |
| 0.8823 | 348.31 | |
| 0.7140 | 23.38 |
Estimation Period:
Jan 1, 1998 to Apr 17, 2026
Jan 1, 1998 to Apr 17, 2026
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