FTSE All-Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.27%
increased by 2.70%
1 Week
13.34%
increased by 2.77%
1 Month
13.59%
increased by 3.02%
Analysis last updated: Tuesday, June 9, 2026 at 05:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 23.44 | |
| 0.0190 | 10.20 | |
| 0.8865 | 470.78 | |
| 0.1404 | 26.79 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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