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, March 24th, 2025:18.71% (-0.77%)

Analysis last updated: Friday, March 21, 2025 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
$β$	0.8167	139.82
$γ$	0.1864	22.85
$λ_{1}$	0.0132	3.79
$λ_{2}$	0.0855	4.24
$λ_{3}$	0.9085	43.62

Estimation Period:
Jan 1, 1998 to Mar 21, 2025

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