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 Tuesday, April 22nd, 2025:39.32% (-2.59%)

Analysis last updated: Thursday, April 17, 2025 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5288	7.91
$α$	0.1045	8.73
$β$	0.8743	73.51
$γ_{1}$	0.0350	5.87
$γ_{2}$	-0.0520	-5.66
$γ_{3}$	0.0222	4.35

Estimation Period:
Jan 1, 1998 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts