V-Lab
V-Lab
FTSE World Italy Large Cap Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 21st, 2023:35.18% (-2.21%)

Analysis last updated: Tuesday, March 21, 2023, 02:03 AM UTC

Date Range:

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graph of FTSE World Italy Large Cap Index AGARCH
paramt-stat
ω-0.0114-3.24
α0.097632.76
β0.8872346.83
γ0.733321.71
Estimation Period:
Jan 1, 1998 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts