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

V-Lab

FTSE MIB Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:14.18% (-0.28%)

Analysis last updated: Thursday, July 10, 2025 at 04:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0464	5.07
$α$	0.1088	8.75
$β$	0.8642	70.07
$γ_{1}$	-0.0315	-1.42
$γ_{2}$	0.0886	2.87
$γ_{3}$	-0.1113	-5.96
$γ_{4}$	0.0847	4.12
$γ_{5}$	-0.0712	-1.98

Estimation Period:
Jan 1, 1998 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts