V-Lab
V-Lab
FTSE World Italy Large Cap Index GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:20.89% (-1.08%)
Analysis last updated: Saturday, May 17, 2025 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of FTSE World Italy Large Cap Index GARCH
paramt-stat
ω0.026522.49
α0.102835.95
β0.8890351.81
Estimation Period:
Jan 1, 1998 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts