V-Lab
V-Lab
FTSE World Italy Large Cap Index AGARCH Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:19.08% (+5.11%)

Analysis last updated: Friday, July 26, 2024 at 04:41 PM UTC

Date Range:

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to

6M ·

1Y ·

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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