FTSE 250 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:10.29% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 29.84 | |
| 0.0570 | 21.26 | |
| 0.8635 | 365.72 | |
| 0.1259 | 22.62 |
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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