FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:16.51% (+4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5257 | 8.19 | |
| 0.1068 | 8.93 | |
| 0.8698 | 73.02 | |
| 0.0338 | 6.31 | |
| -0.0509 | -6.20 | |
| 0.0227 | 4.96 |
Estimation Period:
Jan 1, 1998 to Nov 7, 2025
Jan 1, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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