FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:12.34% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6687 | 5.84 | |
| 0.0835 | 43.27 | |
| 0.9928 | 774.40 | |
| 8.0923 | 6.73 |
Estimation Period:
Jan 1, 1998 to Dec 12, 2025
Jan 1, 1998 to Dec 12, 2025
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