FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:18.67% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7337 | 5.57 | |
| 0.0853 | 40.31 | |
| 0.9919 | 665.28 | |
| 7.2311 | 7.81 |
Estimation Period:
Jan 1, 1998 to Aug 14, 2025
Jan 1, 1998 to Aug 14, 2025
Other GAS-GARCH Student T Analyses on Equity Indices