FTSE 100 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.69% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 25.12 | |
| 0.1050 | 45.82 | |
| 0.8751 | 364.91 |
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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