FTSE SmallCap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.67% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 29.10 | |
| 0.1279 | 33.08 | |
| 0.8081 | 261.02 | |
| 0.1143 | 15.67 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices