FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:12.89% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 22.10 | |
| 0.0316 | 9.22 | |
| 0.8923 | 403.59 | |
| 0.1243 | 20.01 |
Estimation Period:
Jan 1, 1998 to Nov 7, 2025
Jan 1, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other FTSE MIB Index Analyses
Other GJR-GARCH Analyses on Equity Indices