V-Lab
FTSE 100 Implied Volatility Index 30 Days AGARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:113.50% (-7.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8190 | 15.38 | |
| 0.1062 | 29.72 | |
| 0.7758 | 151.76 | |
| -4.1158 | -20.19 |
Estimation Period:
Jan 3, 2000 to Apr 17, 2025
Jan 3, 2000 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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