FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:11.79% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8075 | 130.25 | |
| 0.1942 | 22.19 | |
| 0.0162 | 4.04 | |
| 0.0869 | 4.31 | |
| 0.9054 | 43.32 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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