FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:12.16% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6797 | 5.87 | |
| 0.0834 | 43.43 | |
| 0.9928 | 783.61 | |
| 8.1361 | 6.69 |
Estimation Period:
Jan 1, 1998 to Nov 7, 2025
Jan 1, 1998 to Nov 7, 2025
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