V-Lab: FTSE MIB Index GAS-GARCH Student T Volatility Analysis

V-Lab

FTSE MIB Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:11.31% (-0.46%)

Analysis last updated: Tuesday, October 7, 2025 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6953	5.84
$α$	0.0833	43.60
$β$	0.9929	788.02
$ν$	8.1244	6.71

Estimation Period:
Jan 1, 1998 to Oct 3, 2025