FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:12.98% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6581 | 5.87 | |
| 0.0833 | 43.10 | |
| 0.9927 | 772.56 | |
| 8.1124 | 6.68 |
Estimation Period:
Jan 1, 1998 to Jan 2, 2026
Jan 1, 1998 to Jan 2, 2026
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