FTSE World Italy Large Cap Index GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
22.00%
decreased by 1.01%
1 Week
22.11%
decreased by 0.90%
1 Month
22.51%
decreased by 0.50%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM 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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