FTSE 100 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:8.57% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0006 | -0.31 | |
| 0.0810 | 48.07 | |
| 0.8931 | 478.34 | |
| 0.5723 | 27.14 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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