FTSE 100 Implied Volatility Index 30 Days APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
78.45%
decreased by 2.18%
1 Week
83.61%
increased by 2.98%
1 Month
95.57%
increased by 14.94%
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 | |
|---|---|---|
| 1.0000 | 5.78 | |
| 0.0840 | 9.24 | |
| 0.8391 | 91.95 | |
| -0.7143 | -6.52 | |
| 1.2730 | 18.82 |
Estimation Period:
Jan 3, 2000 to Apr 2, 2026
Jan 3, 2000 to Apr 2, 2026
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