FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:16.82% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5196 | 8.21 | |
| 0.1063 | 8.92 | |
| 0.8703 | 73.28 | |
| 0.0334 | 6.28 | |
| -0.0502 | -6.14 | |
| 0.0222 | 4.86 |
Estimation Period:
Jan 1, 1998 to Nov 21, 2025
Jan 1, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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