FTSE 350 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.19% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0010 | -0.54 | |
| 0.1336 | 43.92 | |
| 0.9787 | 941.07 | |
| -0.1019 | -37.12 |
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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