FTSE SmallCap Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:7.48% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 25.99 | |
| 0.2000 | 49.02 | |
| 0.8000 | 240.32 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices