FTSE 350 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:9.51% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 21.44 | |
| 0.0155 | 8.76 | |
| 0.8935 | 496.09 | |
| 0.1353 | 26.27 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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