FTSE MIB Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.32% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 7.30 | |
| 0.1664 | 33.60 | |
| 0.9771 | 905.60 | |
| -0.0966 | -22.28 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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