FTSE 100 Implied Volatility Index 30 Days Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:94.18% (+21.73%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.7903 | 7.07 | |
0.1502 | 5.38 | |
0.6495 | 12.70 | |
-0.0004 | -0.00 | |
-0.0405 | -0.32 | |
0.1145 | 1.39 | |
-0.0974 | -1.24 | |
-0.0233 | -0.25 | |
0.1321 | 1.21 | |
-0.2154 | -2.00 | |
0.2682 | 2.89 | |
-0.2925 | -3.34 | |
0.2428 | 3.70 |
Estimation Period:
Jan 3, 2000 to Apr 17, 2025
Jan 3, 2000 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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