FTSE 100 Implied Volatility Index 30 Days GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:125.82% (+20.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.57 | |
| 0.1180 | 26.12 | |
| 0.7772 | 102.32 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other FTSE 100 Implied Volatility Index 30 Days Analyses
Other GARCH Analyses on Volatility Indices