FTSE MIB Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.03% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6545 | 5.92 | |
| 0.0834 | 42.88 | |
| 0.9927 | 772.51 | |
| 8.1469 | 6.64 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
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