FTSE World Italy Large Cap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.06% (+5.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 6.73 | |
| 0.1686 | 33.83 | |
| 0.9758 | 782.49 | |
| -0.1001 | -22.36 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices