FTSE All-Share Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.40% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 25.71 | |
| 0.1112 | 44.81 | |
| 0.8674 | 343.12 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices