FTSE 100 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.22% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -0.20 | |
| 0.0812 | 48.07 | |
| 0.8927 | 476.34 | |
| 0.5720 | 27.22 |
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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