FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:17.83% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 22.16 | |
| 0.0315 | 9.17 | |
| 0.8924 | 403.25 | |
| 0.1245 | 20.04 |
Estimation Period:
Jan 1, 1998 to Oct 17, 2025
Jan 1, 1998 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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Other GJR-GARCH Analyses on Equity Indices