FTSE 250 Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.90%
increased by 3.43%
1 Week
14.96%
increased by 3.49%
1 Month
15.20%
increased by 3.73%
Analysis last updated: Friday, June 12, 2026 at 05:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 18.38 | |
| 0.1219 | 47.11 | |
| 0.8579 | 338.69 | |
| 0.2678 | 28.38 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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