V-Lab
V-Lab
FTSE World Italy Large Cap Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:32.90% (+2.73%)

Analysis last updated: Saturday, March 25, 2023, 03:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of FTSE World Italy Large Cap Index EGARCH
paramt-stat
ω0.01756.03
α0.166331.48
β0.9775756.60
γ-0.1005-21.26
Estimation Period:
Jan 1, 1998 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts