FTSE SmallCap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:6.75% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 28.99 | |
| 0.1284 | 33.08 | |
| 0.8078 | 260.58 | |
| 0.1142 | 15.62 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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