FTSE 100 Implied Volatility Index 30 Days GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
85.97%
decreased by 5.69%
1 Week
89.25%
decreased by 2.41%
1 Month
97.37%
increased by 5.71%
Analysis last updated: Saturday, May 23, 2026 at 01:58 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 47.5967 | 14.35 | |
| 0.1013 | 24.55 | |
| 0.9332 | 182.41 | |
| 5.4304 | 6.32 |
Estimation Period:
Jan 3, 2000 to Apr 2, 2026
Jan 3, 2000 to Apr 2, 2026
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