FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:12.67% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5234 | 8.23 | |
| 0.1070 | 8.97 | |
| 0.8694 | 73.00 | |
| 0.0335 | 6.35 | |
| -0.0505 | -6.24 | |
| 0.0226 | 5.00 |
Estimation Period:
Jan 1, 1998 to Dec 12, 2025
Jan 1, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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