FTSE MIB Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:10.32% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0051 | -1.61 | |
| 0.0987 | 34.91 | |
| 0.8822 | 346.78 | |
| 0.7113 | 23.25 |
Estimation Period:
Jan 1, 1998 to Jan 16, 2026
Jan 1, 1998 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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