FTSE All-Share Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:9.49% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 1.70 | |
| 0.0873 | 47.57 | |
| 0.8843 | 443.47 | |
| 0.5088 | 26.13 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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