FTSE World Italy Large Cap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:17.74% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 6.77 | |
| 0.1695 | 33.60 | |
| 0.9756 | 773.65 | |
| -0.1010 | -22.38 |
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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