FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
19.56%
decreased by 0.93%
1 Week
19.70%
decreased by 0.79%
1 Month
20.18%
decreased by 0.31%
Analysis last updated: Friday, April 10, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 23.50 | |
| 0.0313 | 9.11 | |
| 0.8892 | 406.22 | |
| 0.1287 | 20.53 |
Estimation Period:
Jan 1, 1998 to Apr 2, 2026
Jan 1, 1998 to Apr 2, 2026
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