FTSE MIB Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:12.32% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 21.87 | |
| 0.1039 | 38.06 | |
| 0.8874 | 363.99 |
Estimation Period:
Jan 1, 1998 to Dec 19, 2025
Jan 1, 1998 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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