FTSE 100 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.37% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -0.04 | |
| 0.1353 | 45.66 | |
| 0.9795 | 915.41 | |
| -0.1043 | -37.74 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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