FTSE 100 Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.83%
increased by 4.51%
1 Week
15.84%
increased by 4.52%
1 Month
15.86%
increased by 4.54%
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 | |
|---|---|---|
| 0.0010 | 0.55 | |
| 0.0835 | 47.78 | |
| 0.8895 | 455.93 | |
| 0.5602 | 27.24 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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