FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.89% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5187 | 8.22 | |
| 0.1070 | 9.05 | |
| 0.8695 | 73.67 | |
| 0.0325 | 6.33 | |
| -0.0490 | -6.24 | |
| 0.0220 | 5.02 |
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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