FTSE World Italy Large Cap Index GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
25.04%
decreased by 1.34%
1 Week
25.09%
decreased by 1.29%
1 Month
25.25%
decreased by 1.13%
Analysis last updated: Friday, April 10, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 23.59 | |
| 0.1038 | 36.83 | |
| 0.8867 | 353.11 |
Estimation Period:
Jan 1, 1998 to Apr 2, 2026
Jan 1, 1998 to Apr 2, 2026
Other GARCH Analyses on Equity Indices