FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
16.29%
decreased by 0.35%
1 Week
16.53%
decreased by 0.11%
1 Month
17.36%
increased by 0.72%
Analysis last updated: Friday, April 24, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 22.42 | |
| 0.0314 | 9.33 | |
| 0.8922 | 407.22 | |
| 0.1248 | 20.32 |
Estimation Period:
Jan 1, 1998 to Apr 24, 2026
Jan 1, 1998 to Apr 24, 2026
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