FTSE 350 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.91% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.77 | |
| 0.0845 | 47.76 | |
| 0.8866 | 448.68 | |
| 0.5461 | 27.07 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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