FTSE MIB Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:10.58% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0667 | 5.23 | |
| 0.1087 | 8.84 | |
| 0.8639 | 70.47 | |
| -0.0269 | -1.27 | |
| 0.0802 | 2.69 | |
| -0.1050 | -5.89 | |
| 0.0812 | 4.29 | |
| -0.0709 | -2.12 |
Estimation Period:
Jan 1, 1998 to Jan 9, 2026
Jan 1, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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