V-Lab
V-Lab
FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 15th, 2024:20.68% (+2.06%)

Analysis last updated: Friday, November 15, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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