FTSE MIB Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
21.17%
decreased by 1.04%
1 Week
21.22%
decreased by 0.99%
1 Month
21.41%
decreased by 0.80%
Analysis last updated: Thursday, April 2, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 7.42 | |
| 0.1671 | 33.87 | |
| 0.9769 | 903.70 | |
| -0.0970 | -22.38 |
Estimation Period:
Jan 1, 1998 to Apr 2, 2026
Jan 1, 1998 to Apr 2, 2026
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