FTSE 100 Implied Volatility Index 30 Days Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:67.47% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7871 | 7.64 | |
| 0.1509 | 5.80 | |
| 0.6471 | 13.61 | |
| -0.0201 | -0.32 | |
| 0.0087 | 0.09 | |
| 0.0754 | 1.07 | |
| -0.1457 | -2.23 | |
| 0.1585 | 2.62 | |
| -0.1665 | -2.78 | |
| 0.1649 | 2.80 | |
| -0.1608 | -2.41 | |
| 0.1399 | 2.66 |
Estimation Period:
Jan 3, 2000 to Dec 31, 2025
Jan 3, 2000 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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