FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:16.33% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6905 | 5.88 | |
| 0.0834 | 43.32 | |
| 0.9928 | 781.11 | |
| 8.1414 | 6.66 |
Estimation Period:
Jan 1, 1998 to Oct 17, 2025
Jan 1, 1998 to Oct 17, 2025
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