V-Lab
FTSE 100 Implied Volatility Index 30 Days GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:101.45% (-0.70%)
Analysis last updated: Saturday, March 8, 2025 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4673 | 14.96 | |
| 0.0988 | 17.40 | |
| 0.9014 | 203.80 | |
| -0.0692 | -7.28 |
Estimation Period:
Jan 3, 2000 to Jul 26, 2019
Jan 3, 2000 to Jul 26, 2019
News Impact Curve
Volatility Forecasts
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