FTSE World Italy Large Cap Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
16.74%
decreased by 0.62%
1 Week
16.99%
decreased by 0.37%
1 Month
17.85%
increased by 0.49%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 23.47 | |
| 0.0309 | 9.13 | |
| 0.8898 | 407.79 | |
| 0.1283 | 20.68 |
Estimation Period:
Jan 1, 1998 to Apr 30, 2026
Jan 1, 1998 to Apr 30, 2026
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