FTSE 100 Implied Volatility Index 30 Days EGARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
102.04%
decreased by 3.09%
1 Week
102.75%
decreased by 2.38%
1 Month
104.68%
decreased by 0.45%
Analysis last updated: Saturday, May 9, 2026 at 03:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2510 | 15.49 | |
| 0.1289 | 8.94 | |
| 0.9345 | 264.59 | |
| 0.1190 | 8.95 |
Estimation Period:
Jan 3, 2000 to Apr 2, 2026
Jan 3, 2000 to Apr 2, 2026
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