FTSE All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
10.98%
decreased by 0.48%
1 Week
11.14%
decreased by 0.32%
1 Month
11.71%
increased by 0.25%
Analysis last updated: Wednesday, June 10, 2026 at 05:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9471 | 10.06 | |
| 0.0921 | 35.35 | |
| 0.9845 | 608.06 | |
| 8.6671 | 5.77 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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