V-Lab
FTSE 100 Implied Volatility Index 30 Days GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:79.19% (-3.49%)
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
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