FTSE All-Share Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.30%
increased by 2.32%
1 Week
13.38%
increased by 2.40%
1 Month
13.63%
increased by 2.65%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| -0.0026 | -1.58 | |
| 0.1487 | 45.09 | |
| 0.9767 | 956.63 | |
| -0.1036 | -37.09 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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