FTSE MIB Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:11.84% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8063 | 131.37 | |
| 0.1940 | 22.87 | |
| 0.0140 | 3.65 | |
| 0.0905 | 4.14 | |
| 0.9030 | 39.91 |
Estimation Period:
Jan 1, 1998 to Dec 19, 2025
Jan 1, 1998 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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