FTSE MIB Index APARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:11.35% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 30.44 | |
| 0.0920 | 30.51 | |
| 0.9055 | 388.14 | |
| 0.5675 | 20.02 | |
| 1.1373 | 31.25 |
Estimation Period:
Jan 1, 1998 to Dec 30, 2025
Jan 1, 1998 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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