FTSE All-Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.13% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0025 | -1.49 | |
| 0.1440 | 45.20 | |
| 0.9777 | 958.49 | |
| -0.1034 | -37.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices