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

V-Lab

FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:11.05% (-0.12%)

Analysis last updated: Tuesday, October 7, 2025 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8083	133.49
$γ$	0.1933	22.93
$λ_{1}$	0.0140	3.65
$λ_{2}$	0.0916	4.10
$λ_{3}$	0.9019	39.03

Estimation Period:
Jan 1, 1998 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts