FTSE MIB Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:11.20% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 7.30 | |
| 0.1666 | 33.56 | |
| 0.9771 | 904.76 | |
| -0.0966 | -22.23 |
Estimation Period:
Jan 1, 1998 to Jan 2, 2026
Jan 1, 1998 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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