FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.72% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 22.40 | |
| 0.0317 | 9.29 | |
| 0.8920 | 405.08 | |
| 0.1244 | 20.01 |
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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