V-Lab
V-Lab
FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:19.62% (+3.43%)

Analysis last updated: Friday, December 20, 2024 at 09:21 PM UTC

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graph of FTSE World Italy Large Cap Index MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.8185136.83
γ0.189721.96
λ10.01574.20
λ20.08674.30
λ30.906243.54
Estimation Period:
Jan 1, 1998 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts