FTSE 100 Implied Volatility Index 30 Days GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:98.02% (+6.11%)
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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