FTSE SmallCap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.78% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1303 | 30.34 | |
| 0.7364 | 155.38 | |
| 0.1422 | 26.22 | |
| 0.0025 | 5.61 | |
| 0.0776 | 8.13 | |
| 0.9184 | 88.47 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices