FTSE 100 Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.68%
increased by 2.51%
1 Week
13.81%
increased by 2.64%
1 Month
14.28%
increased by 3.11%
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 | |
|---|---|---|
| 0.0218 | 36.45 | |
| 0.0771 | 46.50 | |
| 0.9188 | 551.16 | |
| 0.7881 | 35.08 | |
| 0.9714 | 41.20 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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