V-Lab
V-Lab
FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:18.11% (-0.90%)
Analysis last updated: Friday, May 30, 2025 at 11:17 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of FTSE World Italy Large Cap Index GAS-GARCH-T
paramt-stat
ω2.86595.41
α0.084841.69
β0.9926707.47
ν7.24017.99
Estimation Period:
Jan 1, 1998 to Apr 17, 2025