FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:19.02% (+6.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 23.24 | |
| 0.0310 | 8.96 | |
| 0.8888 | 402.73 | |
| 0.1309 | 20.79 |
Estimation Period:
Jan 1, 1998 to Aug 14, 2025
Jan 1, 1998 to Aug 14, 2025
News Impact Curve
Volatility Forecasts
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