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 Monday, December 12th, 2022:16.52% (-0.47%)

Analysis last updated: Friday, December 9, 2022, 05:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8244	140.09
$γ$	0.1827	22.17
$λ_{1}$	0.0145	3.77
$λ_{2}$	0.0931	3.91
$λ_{3}$	0.9008	36.68

Estimation Period:
Jan 1, 1998 to Dec 9, 2022

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