FTSE World Italy Large Cap Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
16.97%
decreased by 0.43%
1 Week
17.22%
decreased by 0.18%
1 Month
18.12%
increased by 0.72%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 23.62 | |
| 0.1036 | 36.81 | |
| 0.8868 | 353.44 |
Estimation Period:
Jan 1, 1998 to Apr 30, 2026
Jan 1, 1998 to Apr 30, 2026
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