FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.84% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 21.23 | |
| 0.0145 | 8.36 | |
| 0.8957 | 508.62 | |
| 0.1366 | 27.15 |
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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