FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.13% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 22.28 | |
| 0.0316 | 9.26 | |
| 0.8922 | 405.01 | |
| 0.1243 | 20.01 |
Estimation Period:
Jan 1, 1998 to Jan 23, 2026
Jan 1, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other FTSE MIB Index Analyses
Other GJR-GARCH Analyses on Equity Indices