FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:13.93% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5217 | 8.25 | |
| 0.1066 | 8.96 | |
| 0.8698 | 73.26 | |
| 0.0332 | 6.38 | |
| -0.0501 | -6.30 | |
| 0.0226 | 5.09 |
Estimation Period:
Jan 1, 1998 to Jan 23, 2026
Jan 1, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other FTSE MIB Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices