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 Monday, December 23rd, 2024:17.31% (-1.04%)

Analysis last updated: Friday, December 20, 2024 at 05:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8177	139.44
$γ$	0.1851	22.78
$λ_{1}$	0.0131	3.74
$λ_{2}$	0.0864	4.19
$λ_{3}$	0.9076	42.56

Estimation Period:
Jan 1, 1998 to Dec 20, 2024

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