FTSE MIB Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:12.08% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8065 | 131.97 | |
| 0.1942 | 22.93 | |
| 0.0139 | 3.65 | |
| 0.0904 | 4.16 | |
| 0.9032 | 40.18 |
Estimation Period:
Jan 1, 1998 to Jan 30, 2026
Jan 1, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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