V-Lab
V-Lab
FTSE World Italy Large Cap Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:20.32% (+1.50%)
Analysis last updated: Saturday, March 22, 2025 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE World Italy Large Cap Index AGARCH
paramt-stat
ω-0.0101-3.25
α0.096134.05
β0.8875365.83
γ0.732823.52
Estimation Period:
Jan 1, 1998 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts