FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:17.80% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 21.55 | |
| 0.0154 | 8.76 | |
| 0.8939 | 496.36 | |
| 0.1373 | 26.97 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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