FTSE World Italy Large Cap Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:14.56% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0041 | -1.32 | |
| 0.1009 | 35.06 | |
| 0.8797 | 347.58 | |
| 0.7126 | 24.19 |
Estimation Period:
Jan 1, 1998 to Aug 14, 2025
Jan 1, 1998 to Aug 14, 2025
News Impact Curve
Volatility Forecasts
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