V-Lab
V-Lab
FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:17.19% (+1.96%)

Analysis last updated: Friday, December 20, 2024 at 09:21 PM UTC

Date Range:

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graph of FTSE World Italy Large Cap Index GAS-GARCH-T
paramt-stat
ω2.86575.30
α0.083442.56
β0.9931746.12
ν78.15
Estimation Period:
Jan 1, 1998 to Mar 28, 2024