FTSE MIB Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:24.48% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 22.10 | |
| 0.1042 | 38.36 | |
| 0.8871 | 365.83 |
Estimation Period:
Jan 1, 1998 to Mar 20, 2026
Jan 1, 1998 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
Other FTSE MIB Index Analyses
Other GARCH Analyses on Equity Indices