FTSE MIB Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.67% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0045 | -1.43 | |
| 0.0989 | 34.87 | |
| 0.8818 | 344.86 | |
| 0.7099 | 23.18 |
Estimation Period:
Jan 1, 1998 to Dec 12, 2025
Jan 1, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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