FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:12.88% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5211 | 8.24 | |
| 0.1067 | 8.95 | |
| 0.8697 | 73.12 | |
| 0.0333 | 6.36 | |
| -0.0502 | -6.26 | |
| 0.0225 | 5.02 |
Estimation Period:
Jan 1, 1998 to Jan 2, 2026
Jan 1, 1998 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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