FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
14.49%
decreased by 0.51%
1 Week
14.84%
decreased by 0.16%
1 Month
16.06%
increased by 1.06%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 23.47 | |
| 0.0309 | 9.13 | |
| 0.8898 | 407.79 | |
| 0.1283 | 20.68 |
Estimation Period:
Jan 1, 1998 to Apr 30, 2026
Jan 1, 1998 to Apr 30, 2026
Other GJR-GARCH Analyses on Equity Indices