V-Lab
FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:13.06% (-0.35%)
Analysis last updated: Tuesday, January 21, 2025 at 05:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 20.96 | |
| 0.0288 | 8.59 | |
| 0.8999 | 417.18 | |
| 0.1185 | 19.91 |
Estimation Period:
Jan 1, 1998 to Jan 17, 2025
Jan 1, 1998 to Jan 17, 2025
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