FTSE 350 Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
12.89%
decreased by 0.52%
1 Week
13.00%
decreased by 0.41%
1 Month
13.35%
decreased by 0.06%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0214 | 21.80 | |
| 0.0161 | 9.04 | |
| 0.8914 | 483.65 | |
| 0.1369 | 26.36 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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