FTSE 250 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.92% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 18.46 | |
| 0.1217 | 47.03 | |
| 0.8581 | 338.62 | |
| 0.2655 | 28.11 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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