V-Lab
V-Lab
FTSE World Italy Large Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:17.50% (-1.05%)

Analysis last updated: Sunday, November 27, 2022, 01:06 AM UTC

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graph of FTSE World Italy Large Cap Index GAS-GARCH-T
paramt-stat
ω3.04945.30
α0.084443.46
β0.9934786.56
ν78.27
Estimation Period:
Jan 1, 1998 to Nov 25, 2022