V-Lab
V-Lab
FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2025:59.08% (+9.12%)
Analysis last updated: Wednesday, April 9, 2025 at 02:56 AM UTC
Date Range:

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to

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graph of FTSE World Italy Large Cap Index GJR-GARCH
paramt-stat
ω0.031722.49
α0.02978.69
β0.8920404.52
γ0.129720.76
Estimation Period:
Jan 1, 1998 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts