FTSE All-Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.99% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8327 | 228.64 | |
| 0.1871 | 50.17 | |
| 0.0047 | 5.64 | |
| 0.0347 | 6.27 | |
| 0.9595 | 150.20 |
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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