FTSE 350 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
13.00%
increased by 2.07%
1 Week
13.09%
increased by 2.16%
1 Month
13.42%
increased by 2.49%
Analysis last updated: Friday, June 12, 2026 at 05:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9823 | 9.77 | |
| 0.0885 | 34.68 | |
| 0.9845 | 593.79 | |
| 8.2119 | 6.00 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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