FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.84% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 20.87 | |
| 0.0143 | 8.25 | |
| 0.8955 | 504.49 | |
| 0.1372 | 27.12 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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