FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.61% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 23.31 | |
| 0.0314 | 9.13 | |
| 0.8891 | 404.32 | |
| 0.1288 | 20.48 |
Estimation Period:
Jan 1, 1998 to Dec 25, 2025
Jan 1, 1998 to Dec 25, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices