FTSE SmallCap Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.75% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 25.97 | |
| 0.2004 | 49.04 | |
| 0.7996 | 239.76 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices