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

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V-Lab

FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 23rd, 2023:32.15% (-2.36%)

Analysis last updated: Wednesday, March 22, 2023, 05:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8227	140.66
$γ$	0.1855	22.28
$λ_{1}$	0.0143	3.80
$λ_{2}$	0.0917	3.99
$λ_{3}$	0.9025	38.18

Estimation Period:
Jan 1, 1998 to Mar 17, 2023

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