FTSE All-Share Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:11.72% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 25.70 | |
| 0.1112 | 44.80 | |
| 0.8674 | 342.84 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices