FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.51% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5251 | 8.18 | |
| 0.1068 | 8.91 | |
| 0.8699 | 72.86 | |
| 0.0339 | 6.26 | |
| -0.0509 | -6.12 | |
| 0.0225 | 4.85 |
Estimation Period:
Jan 1, 1998 to Oct 10, 2025
Jan 1, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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