FTSE SmallCap Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.36% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 27.40 | |
| 0.1903 | 48.69 | |
| 0.8019 | 241.97 | |
| 0.1024 | 24.46 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices