FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:11.01% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9814 | 10.16 | |
| 0.1049 | 11.32 | |
| 0.8750 | 90.65 | |
| 0.0000 | 0.21 |
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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