FTSE All-Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
12.72%
decreased by 0.55%
1 Week
12.82%
decreased by 0.45%
1 Month
13.17%
decreased by 0.10%
Analysis last updated: Wednesday, June 10, 2026 at 05:04 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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