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 Wednesday, July 30th, 2025:13.82% (+1.08%)

Analysis last updated: Tuesday, July 29, 2025 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5282	8.12
$α$	0.1064	8.87
$β$	0.8707	73.13
$γ_{1}$	0.0346	6.18
$γ_{2}$	-0.0518	-6.01
$γ_{3}$	0.0227	4.71

Estimation Period:
Jan 1, 1998 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts