FTSE 100 Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
14.83%
decreased by 0.50%
1 Week
14.89%
decreased by 0.44%
1 Month
15.09%
decreased by 0.24%
Analysis last updated: Friday, May 1, 2026 at 05:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 0.48 | |
| 0.0832 | 47.72 | |
| 0.8900 | 457.59 | |
| 0.5611 | 27.26 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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