FTSE SmallCap Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.38% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 27.40 | |
| 0.1898 | 48.66 | |
| 0.8022 | 242.21 | |
| 0.1029 | 24.54 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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