FTSE 350 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.10% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9799 | 9.78 | |
| 0.0884 | 34.87 | |
| 0.9847 | 598.94 | |
| 8.2386 | 5.99 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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