FTSE 250 Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
11.67%
decreased by 0.68%
1 Week
11.86%
decreased by 0.49%
1 Month
12.52%
increased by 0.17%
Analysis last updated: Tuesday, June 16, 2026 at 05:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 29.84 | |
| 0.0565 | 21.39 | |
| 0.8638 | 367.11 | |
| 0.1269 | 23.03 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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