FTSE All-Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.30% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0025 | -1.49 | |
| 0.1439 | 45.25 | |
| 0.9777 | 958.49 | |
| -0.1034 | -37.18 |
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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