V-Lab: FTSE 100 Index MEM Volatility Analysis

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V-Lab

FTSE 100 Index MEM Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:10.81% (-0.15%)

Analysis last updated: Friday, October 24, 2025 at 04:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0243	10.93
$α$	0.2056	52.88
$β$	0.7726	286.58

Estimation Period:
Jan 1, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts