V-Lab
FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:18.14% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8659 | 5.41 | |
| 0.0848 | 41.69 | |
| 0.9926 | 707.47 | |
| 7.2401 | 7.99 |
Estimation Period:
Jan 1, 1998 to Apr 17, 2025
Jan 1, 1998 to Apr 17, 2025
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