FTSE 250 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.68% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 26.52 | |
| 0.1358 | 46.07 | |
| 0.8515 | 311.32 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices