FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:11.91% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6617 | 5.86 | |
| 0.0832 | 43.18 | |
| 0.9927 | 773.17 | |
| 8.1072 | 6.67 |
Estimation Period:
Jan 1, 1998 to Dec 5, 2025
Jan 1, 1998 to Dec 5, 2025
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