FTSE All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.90% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 23.10 | |
| 0.0183 | 9.97 | |
| 0.8884 | 481.77 | |
| 0.1389 | 26.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices