V-Lab
FTSE 100 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, August 1st, 2019:85.29% (-0.04%)
Analysis last updated: Wednesday, July 31, 2019 at 06:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6942 | 13.66 | |
| 0.0856 | 6.01 | |
| 0.8387 | 32.55 | |
| -0.0020 | -5.01 |
Estimation Period:
Jan 5, 2000 to Jul 26, 2019
Jan 5, 2000 to Jul 26, 2019
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