FTSE 250 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
12.81%
decreased by 1.06%
1 Week
12.90%
decreased by 0.97%
1 Month
13.23%
decreased by 0.64%
Analysis last updated: Tuesday, June 16, 2026 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1230 | 5.55 | |
| 0.1057 | 45.17 | |
| 0.9903 | 556.05 | |
| 6.9731 | 9.15 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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