V-Lab: FTSE 100 Index GARCH Volatility Analysis

V-Lab

FTSE 100 Index GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:8.60% (-0.22%)

Analysis last updated: Wednesday, July 2, 2025 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0230	24.84
$α$	0.1066	45.46
$β$	0.8724	349.78

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts