FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.41% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0729 | 9.97 | |
| 0.0879 | 34.42 | |
| 0.9853 | 625.61 | |
| 9.0371 | 5.37 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
Other FTSE 100 Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices