V-Lab: FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:15.73% (+0.14%)

Analysis last updated: Friday, June 27, 2025 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5286	8.11
$α$	0.1066	8.88
$β$	0.8705	73.06
$γ_{1}$	0.0347	6.13
$γ_{2}$	-0.0518	-5.94
$γ_{3}$	0.0225	4.62

Estimation Period:
Jan 1, 1998 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts