FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:8.81% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 21.02 | |
| 0.0145 | 8.38 | |
| 0.8955 | 506.79 | |
| 0.1369 | 27.12 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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