FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:16.70% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 22.24 | |
| 0.0315 | 9.20 | |
| 0.8924 | 404.01 | |
| 0.1241 | 19.99 |
Estimation Period:
Jan 1, 1998 to Nov 21, 2025
Jan 1, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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