FTSE All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:10.90% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9454 | 10.02 | |
| 0.0915 | 35.50 | |
| 0.9847 | 614.28 | |
| 8.6836 | 5.76 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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