FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
12.66%
decreased by 0.68%
1 Week
12.79%
decreased by 0.55%
1 Month
13.24%
decreased by 0.10%
Analysis last updated: Tuesday, June 16, 2026 at 05:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0744 | 10.00 | |
| 0.0881 | 34.20 | |
| 0.9851 | 620.37 | |
| 9.0141 | 5.38 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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