V-Lab: FTSE 100 Index GJR-GARCH Volatility Analysis

V-Lab

FTSE 100 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:8.47% (-0.13%)

Analysis last updated: Tuesday, October 7, 2025 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0215	20.79
$α$	0.0143	8.25
$β$	0.8955	503.92
$γ$	0.1372	27.09

Estimation Period:
Jan 1, 1990 to Oct 3, 2025

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Volatility Forecasts

Volatility Forecasts