FTSE MIB Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:17.12% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0049 | -1.52 | |
| 0.0985 | 34.52 | |
| 0.8823 | 343.46 | |
| 0.7142 | 23.02 |
Estimation Period:
Jan 1, 1998 to Oct 10, 2025
Jan 1, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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