FTSE All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:9.16% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 23.15 | |
| 0.0184 | 9.98 | |
| 0.8884 | 482.28 | |
| 0.1389 | 26.65 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices