FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:14.15% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 22.15 | |
| 0.0317 | 9.29 | |
| 0.8924 | 406.02 | |
| 0.1242 | 20.02 |
Estimation Period:
Jan 1, 1998 to Jan 16, 2026
Jan 1, 1998 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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