FTSE MIB Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:12.12% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 7.28 | |
| 0.1665 | 33.29 | |
| 0.9772 | 903.11 | |
| -0.0968 | -22.22 |
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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