V-Lab: FTSE 250 Index MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

FTSE 250 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:12.53% (-0.59%)

Analysis last updated: Wednesday, May 1, 2024 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0519	17.72
$β$	0.8190	219.27
$γ$	0.1391	33.02
$λ_{1}$	0.0096	4.67
$λ_{2}$	0.0943	5.18
$λ_{3}$	0.8941	42.92

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts