FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
24.08%
decreased by 0.64%
1 Week
24.07%
decreased by 0.65%
1 Month
24.02%
decreased by 0.70%
Analysis last updated: Friday, March 27, 2026 at 07:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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