FTSE 250 Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.70% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0028 | -2.78 | |
| 0.2198 | 50.13 | |
| 0.9700 | 1,016.82 | |
| -0.0856 | -27.58 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices