FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:9.19% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 20.91 | |
| 0.0142 | 8.20 | |
| 0.8959 | 507.57 | |
| 0.1370 | 27.19 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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