FTSE MIB Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.60% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8056 | 131.23 | |
| 0.1954 | 22.90 | |
| 0.0149 | 3.70 | |
| 0.0929 | 4.08 | |
| 0.9003 | 38.09 |
Estimation Period:
Jan 1, 1998 to Mar 13, 2026
Jan 1, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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