FTSE 250 Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.74%
increased by 0.43%
1 Week
12.89%
increased by 0.58%
1 Month
13.38%
increased by 1.07%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 29.86 | |
| 0.0566 | 21.41 | |
| 0.8637 | 366.74 | |
| 0.1270 | 23.02 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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