V-Lab
V-Lab
FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 3rd, 2023:14.45% (-0.15%)

Analysis last updated: Friday, February 3, 2023, 05:06 PM UTC

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graph of FTSE World Italy Large Cap Index MF2-GARCH
paramt-stat
m26
α0.00000.00
β0.8221135.08
γ0.186921.86
λ10.01214.56
λ20.06875.00
λ30.926266.38
Estimation Period:
Jan 1, 1998 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts