FTSE MIB Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:12.67% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 30.37 | |
| 0.0919 | 30.50 | |
| 0.9057 | 389.20 | |
| 0.5676 | 20.03 | |
| 1.1390 | 31.31 |
Estimation Period:
Jan 1, 1998 to Jan 16, 2026
Jan 1, 1998 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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