FTSE All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:9.36% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 23.10 | |
| 0.0183 | 9.95 | |
| 0.8885 | 482.61 | |
| 0.1389 | 26.67 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices