FTSE 100 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:11.22% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 25.00 | |
| 0.1053 | 45.77 | |
| 0.8746 | 362.62 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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