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

V-Lab

FTSE 100 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:9.10% (+0.27%)

Analysis last updated: Monday, June 30, 2025 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0269	33.10
$α$	0.1743	64.36
$β$	0.8100	276.75
$γ$	0.2470	28.61
$δ$	1.0575	32.76

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts