FTSE MIB Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.51% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 21.93 | |
| 0.1037 | 38.10 | |
| 0.8876 | 365.43 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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