V-Lab
V-Lab
FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 18th, 2025:18.42% (-0.45%)
Analysis last updated: Saturday, August 16, 2025 at 02:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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