FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.00% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 22.20 | |
| 0.0319 | 9.32 | |
| 0.8921 | 404.02 | |
| 0.1240 | 19.92 |
Estimation Period:
Jan 1, 1998 to Dec 12, 2025
Jan 1, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other FTSE MIB Index Analyses
Other GJR-GARCH Analyses on Equity Indices