FTSE World Italy Large Cap Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:12.93% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 23.35 | |
| 0.1038 | 36.57 | |
| 0.8866 | 350.99 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices