FTSE 350 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.99% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 21.43 | |
| 0.0155 | 8.77 | |
| 0.8934 | 495.50 | |
| 0.1354 | 26.27 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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