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 Thursday, March 6th, 2025:26.17% (-1.71%)

Analysis last updated: Wednesday, March 5, 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
$β$	0.8180	140.81
$γ$	0.1851	22.89
$λ_{1}$	0.0129	3.77
$λ_{2}$	0.0853	4.24
$λ_{3}$	0.9088	43.79

Estimation Period:
Jan 1, 1998 to Feb 28, 2025

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