V-Lab
V-Lab
FTSE World Italy Large Cap Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:16.19% (-0.68%)

Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC

Date Range:

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to

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graph of FTSE World Italy Large Cap Index AGARCH
paramt-stat
ω-0.0102-2.91
α0.096932.99
β0.8866348.25
γ0.735221.80
Estimation Period:
Jan 1, 1998 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts