V-Lab
V-Lab
FTSE 100 Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 18th, 2021:17.80% (-0.39%)
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE 100 Index GARCH
paramt-stat
ω0.015924.03
α0.091644.14
β0.8945423.94
Estimation Period:
Jan 2, 1990 to Jan 15, 2021
Impact of return on volatility tomorrow
Volatility Forecasts