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 Friday, September 19th, 2025:15.63% (-0.12%)

Analysis last updated: Thursday, September 18, 2025 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5258	8.16
$α$	0.1066	8.89
$β$	0.8702	72.98
$γ_{1}$	0.0342	6.23
$γ_{2}$	-0.0512	-6.08
$γ_{3}$	0.0226	4.80

Estimation Period:
Jan 1, 1998 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts