FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:9.22% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 21.11 | |
| 0.0144 | 8.33 | |
| 0.8957 | 508.04 | |
| 0.1368 | 27.15 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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