FTSE 100 Implied Volatility Index 30 Days Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:95.33% (+20.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8176 | 14.33 | |
| 0.1449 | 5.66 | |
| 0.6817 | 14.50 | |
| 0.0034 | 1.54 | |
| -0.0138 | -3.16 |
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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