V-Lab
V-Lab
FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:30.08% (+1.52%)

Analysis last updated: Saturday, March 25, 2023, 03:21 AM UTC

Date Range:

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graph of FTSE World Italy Large Cap Index GAS-GARCH-T
paramt-stat
ω3.08085.24
α0.085243.07
β0.9932755.88
ν78.38
Estimation Period:
Jan 1, 1998 to Mar 24, 2023