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

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FTSE MIB Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:12.09% (-0.43%)

Analysis last updated: Friday, October 31, 2025 at 05:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8078	133.17
$γ$	0.1933	22.90
$λ_{1}$	0.0139	3.65
$λ_{2}$	0.0906	4.14
$λ_{3}$	0.9030	39.86

Estimation Period:
Jan 1, 1998 to Oct 31, 2025

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