FTSE 100 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:10.46% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.25 | |
| 0.0813 | 48.00 | |
| 0.8926 | 474.28 | |
| 0.5738 | 27.04 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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