FTSE 100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.60% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0473 | 7.65 | |
| 0.1082 | 9.93 | |
| 0.8531 | 66.31 | |
| 0.0060 | 0.22 | |
| 0.0337 | 0.84 | |
| -0.1148 | -4.52 | |
| 0.1630 | 7.24 | |
| -0.1724 | -7.41 | |
| 0.1431 | 5.10 | |
| -0.0763 | -2.56 | |
| -0.0341 | -0.74 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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