V-Lab
FTSE 100 Implied Volatility Index 30 Days GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:86.44% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9369 | 13.40 | |
| 0.1698 | 14.55 | |
| 0.7933 | 104.86 | |
| -0.1467 | -9.54 |
Estimation Period:
Jan 3, 2000 to Apr 17, 2025
Jan 3, 2000 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
Other FTSE 100 Implied Volatility Index 30 Days Analyses
Other GJR-GARCH Analyses on Volatility Indices