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

V-Lab

FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:16.80% (-0.96%)

Analysis last updated: Wednesday, June 18, 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
$β$	0.8098	136.49
$γ$	0.1936	23.03
$λ_{1}$	0.0140	3.75
$λ_{2}$	0.0899	4.17
$λ_{3}$	0.9038	40.48

Estimation Period:
Jan 1, 1998 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts