FTSE MIB Index APARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
16.14%
unchanged at 0.00%
1 Week
16.45%
increased by 0.31%
1 Month
17.54%
increased by 1.40%
Analysis last updated: Friday, April 17, 2026 at 04:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 30.79 | |
| 0.0919 | 30.83 | |
| 0.9056 | 391.36 | |
| 0.5704 | 20.27 | |
| 1.1326 | 31.31 |
Estimation Period:
Jan 1, 1998 to Apr 17, 2026
Jan 1, 1998 to Apr 17, 2026
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