FTSE 100 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.99% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 25.11 | |
| 0.1049 | 45.83 | |
| 0.8752 | 365.58 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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