FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.49%
decreased by 0.56%
1 Week
14.80%
decreased by 0.25%
1 Month
15.91%
increased by 0.86%
Analysis last updated: Tuesday, June 9, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 22.49 | |
| 0.0314 | 9.43 | |
| 0.8922 | 408.53 | |
| 0.1247 | 20.45 |
Estimation Period:
Jan 1, 1998 to Jun 5, 2026
Jan 1, 1998 to Jun 5, 2026
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