FTSE World Italy Large Cap Index AGARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.32% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0035 | -1.15 | |
| 0.1007 | 35.32 | |
| 0.8796 | 349.18 | |
| 0.7087 | 24.32 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices