FTSE MIB Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.76%
decreased by 0.67%
1 Week
15.23%
decreased by 0.20%
1 Month
16.79%
increased by 1.36%
Analysis last updated: Tuesday, June 9, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0048 | -1.52 | |
| 0.0984 | 35.18 | |
| 0.8823 | 349.02 | |
| 0.7147 | 23.44 |
Estimation Period:
Jan 1, 1998 to Jun 5, 2026
Jan 1, 1998 to Jun 5, 2026
Other FTSE MIB Index Analyses
Other AGARCH Analyses on Equity Indices