FTSE 250 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.33% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1054 | 5.59 | |
| 0.1060 | 44.65 | |
| 0.9902 | 548.86 | |
| 6.9925 | 9.06 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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