FTSE All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:11.21% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9457 | 10.05 | |
| 0.0916 | 35.49 | |
| 0.9847 | 615.43 | |
| 8.6953 | 5.75 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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