FTSE MIB Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.26%
decreased by 0.23%
1 Week
14.59%
increased by 0.10%
1 Month
15.73%
increased by 1.24%
Analysis last updated: Wednesday, June 10, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 22.49 | |
| 0.0314 | 9.43 | |
| 0.8922 | 408.53 | |
| 0.1247 | 20.45 |
Estimation Period:
Jan 1, 1998 to Jun 5, 2026
Jan 1, 1998 to Jun 5, 2026
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