FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:24.24% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6864 | 5.90 | |
| 0.0838 | 42.91 | |
| 0.9927 | 773.13 | |
| 8.1347 | 6.67 |
Estimation Period:
Jan 1, 1998 to Mar 6, 2026
Jan 1, 1998 to Mar 6, 2026
Other FTSE MIB Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices