FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:15.67% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6674 | 5.89 | |
| 0.0830 | 43.14 | |
| 0.9927 | 774.97 | |
| 8.1319 | 6.63 |
Estimation Period:
Jan 1, 1998 to Nov 28, 2025
Jan 1, 1998 to Nov 28, 2025
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