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

V-Lab

FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:39.77% (-3.69%)

Analysis last updated: Wednesday, April 16, 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
$β$	0.8141	139.79
$γ$	0.1906	22.99
$λ_{1}$	0.0136	3.82
$λ_{2}$	0.0877	4.25
$λ_{3}$	0.9064	42.60

Estimation Period:
Jan 1, 1998 to Apr 11, 2025

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