FTSE 250 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.40% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0029 | -2.80 | |
| 0.2196 | 50.12 | |
| 0.9701 | 1,017.93 | |
| -0.0855 | -27.58 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices