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

V-Lab

FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:14.02% (+0.81%)

Analysis last updated: Friday, July 4, 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
$β$	0.8095	135.82
$γ$	0.1936	23.01
$λ_{1}$	0.0141	3.73
$λ_{2}$	0.0908	4.14
$λ_{3}$	0.9028	39.79

Estimation Period:
Jan 1, 1998 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts