FTSE World Italy Large Cap Index APARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
17.86%
decreased by 0.63%
1 Week
18.13%
decreased by 0.36%
1 Month
19.09%
increased by 0.60%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 31.81 | |
| 0.0926 | 31.16 | |
| 0.9039 | 396.97 | |
| 0.5796 | 20.78 | |
| 1.1464 | 37.24 |
Estimation Period:
Jan 1, 1998 to Apr 30, 2026
Jan 1, 1998 to Apr 30, 2026
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