FTSE All-Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.83% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 25.68 | |
| 0.1113 | 44.80 | |
| 0.8672 | 342.24 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices