V-Lab
V-Lab
FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:23.13% (-1.35%)

Analysis last updated: Saturday, June 3, 2023 at 12:28 AM UTC

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graph of FTSE World Italy Large Cap Index MF2-GARCH
paramt-stat
m41
α0.00000.00
β0.8216122.58
γ0.187122.26
λ10.03632.02
λ20.19451.72
λ30.78986.60
Estimation Period:
Jan 1, 1998 to May 5, 2023
Impact of return on volatility tomorrow
Volatility Forecasts