V-Lab
FTSE 100 Implied Volatility Index 30 Days GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:89.35% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.88 | |
| 0.1186 | 25.55 | |
| 0.7778 | 98.22 |
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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