FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:13.15% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6581 | 5.61 | |
| 0.0851 | 39.92 | |
| 0.9917 | 652.45 | |
| 7.2297 | 7.73 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
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