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

Skip to main content

V-Lab

FTSE MIB Index Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:15.56% (-0.37%)

Analysis last updated: Wednesday, November 12, 2025 at 05:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0608	5.17
$α$	0.1093	8.83
$β$	0.8634	70.11
$γ_{1}$	-0.0284	-1.32
$γ_{2}$	0.0830	2.75
$γ_{3}$	-0.1074	-5.94
$γ_{4}$	0.0834	4.31
$γ_{5}$	-0.0748	-2.21

Estimation Period:
Jan 1, 1998 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts