FTSE MIB Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.92% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0721 | 5.25 | |
| 0.1089 | 8.89 | |
| 0.8638 | 70.65 | |
| -0.0258 | -1.23 | |
| 0.0781 | 2.64 | |
| -0.1031 | -5.82 | |
| 0.0788 | 4.24 | |
| -0.0650 | -2.01 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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