V-Lab
V-Lab
FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 25th, 2025:16.31% (-0.45%)
Analysis last updated: Saturday, July 26, 2025 at 01:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE World Italy Large Cap Index GAS-GARCH-T
paramt-stat
ω2.86595.41
α0.084841.69
β0.9926707.47
ν7.24017.99
Estimation Period:
Jan 1, 1998 to Apr 17, 2025