FTSE 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:13.06% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 21.07 | |
| 0.0144 | 8.29 | |
| 0.8955 | 506.24 | |
| 0.1369 | 27.14 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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