FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:14.17% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6516 | 5.88 | |
| 0.0833 | 43.08 | |
| 0.9927 | 773.16 | |
| 8.1229 | 6.66 |
Estimation Period:
Jan 1, 1998 to Jan 23, 2026
Jan 1, 1998 to Jan 23, 2026
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