FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.98% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 21.32 | |
| 0.0145 | 8.39 | |
| 0.8956 | 508.85 | |
| 0.1366 | 27.13 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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