FTSE MIB Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:10.72% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 21.65 | |
| 0.1039 | 38.13 | |
| 0.8876 | 365.59 |
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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