V-Lab
V-Lab
FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 22nd, 2023:15.56% (+2.47%)

Analysis last updated: Wednesday, November 22, 2023 at 07:51 PM UTC

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graph of FTSE World Italy Large Cap Index MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.8168133.88
γ0.190821.59
λ10.01574.17
λ20.08704.26
λ30.906143.06
Estimation Period:
Jan 1, 1998 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts