V-Lab
V-Lab
FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 13th, 2024:15.40% (-0.41%)

Analysis last updated: Friday, September 13, 2024 at 06:41 PM UTC

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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
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