FTSE SmallCap Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.72% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0331 | -17.93 | |
| 0.3244 | 57.71 | |
| 0.9545 | 631.26 | |
| -0.0764 | -19.70 |
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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