FTSE 100 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:9.81% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.38 | |
| 0.0809 | 47.89 | |
| 0.8931 | 475.56 | |
| 0.5761 | 26.98 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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