V-Lab
FTSE 100 Implied Volatility Index 30 Days APARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:100.41% (-5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9151 | 5.72 | |
| 0.0826 | 9.00 | |
| 0.8461 | 93.36 | |
| -0.7152 | -6.36 | |
| 1.2566 | 18.34 |
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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