V-Lab
V-Lab
FTSE ST All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:8.82% (-0.18%)

Analysis last updated: Friday, April 12, 2024 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE ST All-Share Index GJR-GARCH
paramt-stat
ω0.014719.59
α0.057621.24
β0.8810338.57
γ0.096813.65
Estimation Period:
Aug 30, 1999 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts