FTSE World Italy Large Cap Index APARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:15.88% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 31.53 | |
| 0.0932 | 31.15 | |
| 0.9035 | 393.70 | |
| 0.5802 | 20.78 | |
| 1.1418 | 37.08 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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