FTSE 100 Implied Volatility Index 30 Days Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:123.57% (+30.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8075 | 14.46 | |
| 0.1466 | 6.00 | |
| 0.6738 | 15.11 | |
| 0.0024 | 1.19 | |
| -0.0118 | -2.86 |
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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