V-Lab
V-Lab
FTSE World Italy Large Cap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 2nd, 2022:14.31% (-0.82%)

Analysis last updated: Friday, December 2, 2022, 05:29 PM UTC

Date Range:

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to

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graph of FTSE World Italy Large Cap Index EGARCH
paramt-stat
ω0.01665.72
α0.164231.08
β0.9784762.56
γ-0.0988-20.85
Estimation Period:
Jan 1, 1998 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts