FTSE SmallCap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.09% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1300 | 30.33 | |
| 0.7365 | 155.44 | |
| 0.1423 | 26.26 | |
| 0.0025 | 5.59 | |
| 0.0772 | 8.14 | |
| 0.9188 | 89.15 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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