FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:12.00% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5241 | 8.19 | |
| 0.1066 | 8.92 | |
| 0.8701 | 73.08 | |
| 0.0338 | 6.29 | |
| -0.0508 | -6.17 | |
| 0.0226 | 4.91 |
Estimation Period:
Jan 1, 1998 to Oct 31, 2025
Jan 1, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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