FTSE All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.01% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9462 | 10.01 | |
| 0.0916 | 35.49 | |
| 0.9847 | 612.75 | |
| 8.6769 | 5.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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