FTSE 350 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.39%
decreased by 0.04%
1 Week
12.52%
increased by 0.09%
1 Month
12.97%
increased by 0.54%
Analysis last updated: Friday, June 12, 2026 at 05:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 21.78 | |
| 0.0159 | 8.95 | |
| 0.8917 | 485.14 | |
| 0.1368 | 26.41 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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