FTSE 100 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.57% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0002 | -0.12 | |
| 0.0814 | 48.14 | |
| 0.8924 | 476.46 | |
| 0.5708 | 27.33 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other AGARCH Analyses on Equity Indices