FTSE MIB Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.19% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 30.39 | |
| 0.0918 | 30.17 | |
| 0.9057 | 386.41 | |
| 0.5685 | 19.92 | |
| 1.1393 | 31.24 |
Estimation Period:
Jan 1, 1998 to Oct 31, 2025
Jan 1, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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