FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:9.48% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 20.93 | |
| 0.0142 | 8.19 | |
| 0.8960 | 508.20 | |
| 0.1369 | 27.22 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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