FTSE 250 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.67% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1071 | 5.58 | |
| 0.1060 | 44.63 | |
| 0.9902 | 548.26 | |
| 6.9862 | 9.07 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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