FTSE All-Share Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.15% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 1.71 | |
| 0.0874 | 47.55 | |
| 0.8842 | 442.55 | |
| 0.5085 | 26.11 |
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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