FTSE All-Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.18% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0025 | -1.49 | |
| 0.1443 | 45.39 | |
| 0.9776 | 959.35 | |
| -0.1034 | -37.15 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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