V-Lab

FTSE 100 Implied Volatility Index 30 Days Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:72.88% (-5.93%)
Analysis last updated: Friday, May 2, 2025 at 11:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE 100 Implied Volatility Index 30 Days S0GARCH
paramt-stat
ω0.79037.07
α0.15025.38
β0.649512.70
γ1-0.0004-0.00
γ2-0.0405-0.32
γ30.11451.39
γ4-0.0974-1.24
γ5-0.0233-0.25
γ60.13211.21
γ7-0.2154-2.00
γ80.26822.89
γ9-0.2925-3.34
γ100.24283.70
Estimation Period:
Jan 3, 2000 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts