FTSE SmallCap Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.90% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0331 | -17.91 | |
| 0.3250 | 57.77 | |
| 0.9544 | 630.41 | |
| -0.0763 | -19.62 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices