FTSE World Italy Large Cap Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:14.72% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 23.29 | |
| 0.1043 | 36.41 | |
| 0.8865 | 349.30 |
Estimation Period:
Jan 1, 1998 to Aug 14, 2025
Jan 1, 1998 to Aug 14, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices