V-Lab: FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis

V-Lab

FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:18.82% (-0.83%)

Analysis last updated: Friday, May 30, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8138	137.74
$γ$	0.1929	22.45
$λ_{1}$	0.0158	4.23
$λ_{2}$	0.0861	4.43
$λ_{3}$	0.9069	45.23

Estimation Period:
Jan 1, 1998 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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