FTSE 100 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.51% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 36.64 | |
| 0.0747 | 47.01 | |
| 0.9221 | 583.25 | |
| 0.8149 | 36.30 | |
| 0.9564 | 41.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other APARCH Analyses on Equity Indices