FTSE 250 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.93% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1057 | 5.60 | |
| 0.1060 | 44.65 | |
| 0.9902 | 549.78 | |
| 7.0015 | 9.05 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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