V-Lab
FTSE 100 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, August 1st, 2019:63.86% (-0.30%)
Analysis last updated: Monday, March 1, 2021 at 06:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5221 | 16.28 | |
| 0.0694 | 22.62 | |
| 0.8973 | 193.84 |
Estimation Period:
Jan 5, 2000 to Jul 26, 2019
Jan 5, 2000 to Jul 26, 2019
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