V-Lab
FTSE 100 Implied Volatility Index 30 Days GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 22nd, 2025:83.31% (-5.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 47.8632 | 13.12 | |
| 0.0997 | 24.59 | |
| 0.9385 | 179.08 | |
| 5.4171 | 6.26 |
Estimation Period:
Jan 3, 2000 to Apr 17, 2025
Jan 3, 2000 to Apr 17, 2025
Other FTSE 100 Implied Volatility Index 30 Days Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices