FTSE 100 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.17% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -0.05 | |
| 0.1346 | 45.42 | |
| 0.9796 | 913.84 | |
| -0.1043 | -37.78 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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