FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.35% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8347 | 231.28 | |
| 0.1862 | 49.51 | |
| 0.0050 | 6.08 | |
| 0.0353 | 6.57 | |
| 0.9593 | 156.80 |
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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