FTSE MIB Index GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
22.51%
increased by 0.72%
1 Week
22.61%
increased by 0.82%
1 Month
22.96%
increased by 1.17%
Analysis last updated: Friday, April 17, 2026 at 04:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 22.07 | |
| 0.1038 | 38.37 | |
| 0.8876 | 367.71 |
Estimation Period:
Jan 1, 1998 to Apr 17, 2026
Jan 1, 1998 to Apr 17, 2026
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