V-Lab: FTSE 350 Index MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

FTSE 350 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:8.82% (-0.09%)

Analysis last updated: Friday, May 10, 2024 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.01
$β$	0.8472	233.13
$γ$	0.1728	47.70
$λ_{1}$	0.0051	5.48
$λ_{2}$	0.0350	5.94
$λ_{3}$	0.9591	140.94

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts