FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:11.37% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 22.22 | |
| 0.0318 | 9.29 | |
| 0.8922 | 404.44 | |
| 0.1241 | 19.96 |
Estimation Period:
Jan 1, 1998 to Dec 30, 2025
Jan 1, 1998 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other FTSE MIB Index Analyses
Other GJR-GARCH Analyses on Equity Indices