FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
14.94%
increased by 0.35%
1 Week
15.24%
increased by 0.65%
1 Month
16.27%
increased by 1.68%
Analysis last updated: Tuesday, June 16, 2026 at 04:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 22.51 | |
| 0.0314 | 9.42 | |
| 0.8923 | 408.76 | |
| 0.1246 | 20.46 |
Estimation Period:
Jan 1, 1998 to Jun 12, 2026
Jan 1, 1998 to Jun 12, 2026
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