V-Lab
V-Lab
FTSE World Italy Large Cap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:11.83% (-0.63%)

Analysis last updated: Friday, December 1, 2023 at 05:38 PM UTC

Date Range:

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to

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graph of FTSE World Italy Large Cap Index EGARCH
paramt-stat
ω0.01716.09
α0.164531.47
β0.9774770.85
γ-0.1000-21.36
Estimation Period:
Jan 1, 1998 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts