FTSE World Italy Large Cap Index APARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:21.49% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 31.50 | |
| 0.0935 | 30.80 | |
| 0.9031 | 390.62 | |
| 0.5812 | 20.64 | |
| 1.1489 | 37.13 |
Estimation Period:
Jan 1, 1998 to Aug 14, 2025
Jan 1, 1998 to Aug 14, 2025
News Impact Curve
Volatility Forecasts
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