V-Lab
V-Lab
FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:13.66% (-0.75%)

Analysis last updated: Friday, December 1, 2023 at 05:38 PM UTC

Date Range:

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graph of FTSE World Italy Large Cap Index GAS-GARCH-T
paramt-stat
ω2.90625.28
α0.084041.85
β0.9928711.70
ν78.17
Estimation Period:
Jan 1, 1998 to Sep 29, 2023