FTSE World Italy Large Cap Index AGARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
19.43%
decreased by 0.57%
1 Week
19.66%
decreased by 0.34%
1 Month
20.42%
increased by 0.42%
Analysis last updated: Saturday, April 25, 2026 at 02:33 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0030 | -1.00 | |
| 0.1001 | 35.43 | |
| 0.8803 | 352.55 | |
| 0.7069 | 24.28 |
Estimation Period:
Jan 1, 1998 to Apr 2, 2026
Jan 1, 1998 to Apr 2, 2026
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