FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.19% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 21.26 | |
| 0.0144 | 8.35 | |
| 0.8957 | 509.22 | |
| 0.1366 | 27.16 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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