FTSE 350 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.38% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 0.85 | |
| 0.0847 | 47.82 | |
| 0.8864 | 448.35 | |
| 0.5450 | 27.16 |
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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