V-Lab
FTSE World Italy Large Cap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:16.66% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 6.64 | |
| 0.1684 | 33.35 | |
| 0.9761 | 772.87 | |
| -0.1009 | -22.37 |
Estimation Period:
Jan 1, 1998 to Apr 17, 2025
Jan 1, 1998 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices