V-Lab
V-Lab
FTSE World Italy Large Cap Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:17.88% (-1.05%)

Analysis last updated: Friday, May 3, 2024 at 06:15 PM UTC

Date Range:

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to

6M ·

1Y ·

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graph of FTSE World Italy Large Cap Index EGARCH
paramt-stat
ω0.01676.07
α0.163632.15
β0.9778781.59
γ-0.1000-22.00
Estimation Period:
Jan 1, 1998 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts