FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:20.55% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6779 | 5.90 | |
| 0.0836 | 42.86 | |
| 0.9927 | 771.92 | |
| 8.1308 | 6.66 |
Estimation Period:
Jan 1, 1998 to Mar 13, 2026
Jan 1, 1998 to Mar 13, 2026
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