V-Lab
FTSE 100 Implied Volatility Index 30 Days EGARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:87.67% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2408 | 14.67 | |
| 0.1278 | 8.72 | |
| 0.9373 | 264.40 | |
| 0.1168 | 8.65 |
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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