V-Lab
V-Lab
FTSE World Italy Large Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, September 30th, 2022:29.24% (+2.06%)

Analysis last updated: Friday, September 30, 2022, 03:34 PM UTC

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graph of FTSE World Italy Large Cap Index MF2-GARCH
paramt-stat
m41
α0.00000.00
β0.8397174.03
γ0.168832.02
λ10.02612.77
λ20.14972.53
λ30.837013.18
Estimation Period:
Jan 1, 1998 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts