FTSE MIB Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.72% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 30.61 | |
| 0.0918 | 30.52 | |
| 0.9057 | 389.54 | |
| 0.5678 | 20.03 | |
| 1.1383 | 31.32 |
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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