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

Skip to main content

V-Lab

FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:19.25% (+3.69%)

Analysis last updated: Friday, October 10, 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
$β$	0.8080	133.48
$γ$	0.1936	22.90
$λ_{1}$	0.0141	3.68
$λ_{2}$	0.0906	4.13
$λ_{3}$	0.9029	39.75

Estimation Period:
Jan 1, 1998 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts