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FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:15.48% (-0.58%)
Analysis last updated: Friday, October 31, 2025 at 09:05 PM UTC
Date Range:

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graph of FTSE World Italy Large Cap Index GJR-GARCH
paramt-stat
ω0.033623.24
α0.03108.96
β0.8888402.73
γ0.130920.79
Estimation Period:
Jan 1, 1998 to Aug 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts