FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:9.74% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 21.04 | |
| 0.0147 | 8.44 | |
| 0.8954 | 505.86 | |
| 0.1368 | 27.07 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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