FTSE MIB Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:25.10% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0045 | -1.42 | |
| 0.0991 | 35.09 | |
| 0.8815 | 346.08 | |
| 0.7121 | 23.35 |
Estimation Period:
Jan 1, 1998 to Mar 13, 2026
Jan 1, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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