V-Lab
V-Lab
FTSE World Italy Large Cap Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:13.52% (-0.55%)

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

Date Range:

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to

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1Y ·

2Y ·

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graph of FTSE World Italy Large Cap Index GARCH
paramt-stat
ω0.026621.94
α0.101834.64
β0.8900344.71
Estimation Period:
Jan 1, 1998 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts