FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.45% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0733 | 9.93 | |
| 0.0880 | 34.44 | |
| 0.9853 | 622.84 | |
| 9.0190 | 5.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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