FTSE 250 Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
-0.00%
decreased by 9.43%
1 Week
7.75%
decreased by 1.68%
1 Month
48.93%
increased by 39.50%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1200 | -1,200,500.00 | |
| 0.1733 | 18.48 | |
| 0.7599 | 22.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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