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 Friday, September 20th, 2024:10.16% (+0.43%)

Analysis last updated: Thursday, September 19, 2024 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0257	32.09
$α$	0.1677	63.11
$β$	0.8173	286.19
$γ$	0.2472	27.62
$δ$	1.0728	33.86

Estimation Period:
Jan 1, 1990 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts