FTSE MIB Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:10.68% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8064 | 131.70 | |
| 0.1942 | 22.90 | |
| 0.0139 | 3.64 | |
| 0.0906 | 4.15 | |
| 0.9029 | 39.92 |
Estimation Period:
Jan 1, 1998 to Jan 9, 2026
Jan 1, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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