FTSE 350 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.13% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.01 | |
| 0.8324 | 216.38 | |
| 0.1853 | 48.02 | |
| 0.0044 | 5.42 | |
| 0.0323 | 6.32 | |
| 0.9624 | 162.67 |
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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