FTSE SmallCap Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
10.59%
increased by 2.34%
1 Week
10.80%
increased by 2.55%
1 Month
11.54%
increased by 3.29%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 27.49 | |
| 0.1910 | 48.65 | |
| 0.8015 | 241.86 | |
| 0.1028 | 24.68 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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