FTSE 100 Implied Volatility Index 30 Days GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
81.75%
decreased by 0.57%
1 Week
87.16%
increased by 4.84%
1 Month
97.29%
increased by 14.97%
Analysis last updated: Friday, July 3, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.86 | |
| 0.1724 | 14.79 | |
| 0.7908 | 107.45 | |
| -0.1505 | -9.86 |
Estimation Period:
Jan 3, 2000 to Apr 2, 2026
Jan 3, 2000 to Apr 2, 2026
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