FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:10.95% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 23.31 | |
| 0.0314 | 9.13 | |
| 0.8891 | 404.50 | |
| 0.1289 | 20.49 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices