FTSE MIB Index APARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
21.80%
increased by 0.35%
1 Week
21.89%
increased by 0.44%
1 Month
22.22%
increased by 0.77%
Analysis last updated: Wednesday, April 1, 2026 at 04:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 30.81 | |
| 0.0922 | 30.75 | |
| 0.9051 | 389.80 | |
| 0.5674 | 20.12 | |
| 1.1383 | 31.38 |
Estimation Period:
Jan 1, 1998 to Mar 27, 2026
Jan 1, 1998 to Mar 27, 2026
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