FTSE 100 Implied Volatility Index 30 Days GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
145.53%
increased by 16.13%
1 Week
65.08%
decreased by 80.45%
1 Month
31.76%
decreased by 113.77%
Analysis last updated: Friday, March 20, 2026 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 47.1328 | 14.34 | |
| 0.1011 | 24.28 | |
| 0.9329 | 181.50 | |
| 5.4340 | 6.27 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
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