FTSE 100 Implied Volatility Index 30 Days AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
82.13%
decreased by 0.70%
1 Week
88.96%
increased by 6.13%
1 Month
100.61%
increased by 17.78%
Analysis last updated: Friday, June 5, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1860 | 16.42 | |
| 0.1099 | 29.91 | |
| 0.7632 | 141.98 | |
| -4.0924 | -20.44 |
Estimation Period:
Jan 3, 2000 to Apr 2, 2026
Jan 3, 2000 to Apr 2, 2026
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