V-Lab
V-Lab
FTSE World Italy Large Cap Index GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:22.62% (+2.29%)

Analysis last updated: Saturday, June 3, 2023 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE World Italy Large Cap Index GARCH
paramt-stat
ω0.026421.60
α0.102834.44
β0.8897340.49
Estimation Period:
Jan 1, 1998 to Apr 7, 2023
Impact of return on volatility tomorrow
Volatility Forecasts