FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:14.57% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7337 | 5.57 | |
| 0.0853 | 40.31 | |
| 0.9919 | 665.28 | |
| 7.2311 | 7.81 |
Estimation Period:
Jan 1, 1998 to Aug 14, 2025
Jan 1, 1998 to Aug 14, 2025
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