V-Lab
V-Lab
FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 15th, 2024:20.42% (-0.21%)

Analysis last updated: Friday, November 15, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE World Italy Large Cap Index GJR-GARCH
paramt-stat
ω0.029221.67
α0.02898.52
β0.8952412.72
γ0.127320.81
Estimation Period:
Jan 1, 1998 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts