FTSE 350 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.16% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9803 | 9.74 | |
| 0.0884 | 34.87 | |
| 0.9847 | 596.04 | |
| 8.2199 | 6.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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