FTSE MIB Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:16.80% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 21.87 | |
| 0.1041 | 37.91 | |
| 0.8873 | 362.31 |
Estimation Period:
Jan 1, 1998 to Oct 17, 2025
Jan 1, 1998 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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