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

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FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:11.85% (-0.18%)

Analysis last updated: Tuesday, November 11, 2025 at 05:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8075	132.74
$γ$	0.1935	22.90
$λ_{1}$	0.0138	3.63
$λ_{2}$	0.0909	4.13
$λ_{3}$	0.9027	39.64

Estimation Period:
Jan 1, 1998 to Nov 7, 2025

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