FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.85% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8347 | 231.36 | |
| 0.1862 | 49.54 | |
| 0.0049 | 6.08 | |
| 0.0351 | 6.60 | |
| 0.9596 | 158.59 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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