V-Lab: FTSE MIB Index Spline-GARCH Volatility Analysis

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V-Lab

FTSE MIB Index Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:14.82% (-0.82%)

Analysis last updated: Monday, October 13, 2025 at 04:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0580	5.15
$α$	0.1091	8.80
$β$	0.8637	69.97
$γ_{1}$	-0.0290	-1.34
$γ_{2}$	0.0839	2.77
$γ_{3}$	-0.1075	-5.91
$γ_{4}$	0.0820	4.19
$γ_{5}$	-0.0683	-2.00

Estimation Period:
Jan 1, 1998 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts