FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:18.46% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 21.57 | |
| 0.0155 | 8.78 | |
| 0.8937 | 495.11 | |
| 0.1378 | 26.98 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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