FTSE 100 Implied Volatility Index 30 Days GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
98.86%
decreased by 4.60%
1 Week
100.34%
decreased by 3.12%
1 Month
103.30%
decreased by 0.16%
Analysis last updated: Saturday, May 9, 2026 at 03:08 AM 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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