FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.78% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 22.33 | |
| 0.0317 | 9.28 | |
| 0.8923 | 405.40 | |
| 0.1240 | 19.98 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FTSE MIB Index Analyses
Other GJR-GARCH Analyses on Equity Indices