FTSE MIB Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.46%
decreased by 0.91%
1 Week
15.79%
decreased by 0.58%
1 Month
16.98%
increased by 0.61%
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 | |
|---|---|---|
| 0.0299 | 30.81 | |
| 0.0918 | 30.93 | |
| 0.9056 | 392.37 | |
| 0.5699 | 20.30 | |
| 1.1371 | 31.56 |
Estimation Period:
Jan 1, 1998 to Jun 5, 2026
Jan 1, 1998 to Jun 5, 2026
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