V-Lab
FTSE 100 Implied Volatility Index 30 Days AGARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:104.40% (-4.43%)
Analysis last updated: Saturday, March 8, 2025 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7433 | 14.12 | |
| 0.0867 | 36.66 | |
| 0.8547 | 281.16 | |
| -3.2558 | -17.35 |
Estimation Period:
Jan 3, 2000 to Jul 26, 2019
Jan 3, 2000 to Jul 26, 2019
News Impact Curve
Volatility Forecasts
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