V-Lab: FTSE 100 Index Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

FTSE 100 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:13.99% (+0.20%)

Analysis last updated: Tuesday, October 3, 2023 at 04:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0259	31.63
$α$	0.1682	62.01
$β$	0.8167	281.05
$γ$	0.2447	26.88
$δ$	1.0990	34.29

Estimation Period:
Jan 1, 1990 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts