FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:24.65% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 22.51 | |
| 0.0319 | 9.31 | |
| 0.8915 | 404.48 | |
| 0.1252 | 20.11 |
Estimation Period:
Jan 1, 1998 to Mar 13, 2026
Jan 1, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other FTSE MIB Index Analyses
Other GJR-GARCH Analyses on Equity Indices