FTSE 100 Implied Volatility Index 30 Days GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:99.85% (+6.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.81 | |
| 0.1707 | 14.77 | |
| 0.7908 | 106.55 | |
| -0.1483 | -9.78 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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