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

V-Lab

FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 7th, 2025:19.62% (-0.83%)

Analysis last updated: Tuesday, May 6, 2025 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8109	136.64
$γ$	0.1921	22.88
$λ_{1}$	0.0137	3.75
$λ_{2}$	0.0885	4.21
$λ_{3}$	0.9055	41.74

Estimation Period:
Jan 1, 1998 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts