FTSE 100 Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.92%
increased by 2.40%
1 Week
13.99%
increased by 2.47%
1 Month
14.26%
increased by 2.74%
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 | |
|---|---|---|
| -0.0001 | -0.05 | |
| 0.1402 | 45.18 | |
| 0.9786 | 917.13 | |
| -0.1042 | -37.39 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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