V-Lab: FTSE MIB Index MF2-GARCH Volatility Analysis

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FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 2nd, 2025:14.50% (-0.55%)

Analysis last updated: Monday, December 1, 2025 at 05:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8074	132.25
$γ$	0.1930	22.86
$λ_{1}$	0.0143	3.68
$λ_{2}$	0.0905	4.12
$λ_{3}$	0.9029	39.62

Estimation Period:
Jan 1, 1998 to Nov 28, 2025

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