V-Lab
FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 11th, 2025:44.21% (+5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8053 | 5.35 | |
| 0.0837 | 40.96 | |
| 0.9925 | 697.01 | |
| 7.2019 | 7.91 |
Estimation Period:
Jan 1, 1998 to Apr 4, 2025
Jan 1, 1998 to Apr 4, 2025
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