V-Lab
V-Lab
FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 25th, 2025:32.89% (-1.74%)
Analysis last updated: Saturday, April 26, 2025 at 02:47 AM UTC
Date Range:

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graph of FTSE World Italy Large Cap Index GJR-GARCH
paramt-stat
ω0.031822.58
α0.02978.68
β0.8918405.01
γ0.129820.89
Estimation Period:
Jan 1, 1998 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts