V-Lab
FTSE 100 Implied Volatility Index 30 Days Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:135.23% (-1.39%)
Analysis last updated: Saturday, March 8, 2025 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6942 | 13.66 | |
| 0.0856 | 6.01 | |
| 0.8387 | 32.55 | |
| -0.0020 | -5.01 |
Estimation Period:
Jan 3, 2000 to Jul 26, 2019
Jan 3, 2000 to Jul 26, 2019
News Impact Curve
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