FTSE MIB Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.54% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0046 | -1.46 | |
| 0.0985 | 34.87 | |
| 0.8823 | 346.80 | |
| 0.7108 | 23.23 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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