V-Lab
V-Lab
FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:18.62% (+2.96%)

Analysis last updated: Friday, December 20, 2024 at 09:21 PM UTC

Date Range:

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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