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FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:18.04% (-1.02%)
Analysis last updated: Saturday, November 29, 2025 at 03:07 AM UTC
Date Range:

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graph of FTSE World Italy Large Cap Index MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.8091132.78
γ0.195022.29
λ10.01634.11
λ20.08784.32
λ30.904743.03
Estimation Period:
Jan 1, 1998 to Aug 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts