FTSE 100 Index APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
15.30%
decreased by 0.71%
1 Week
15.37%
decreased by 0.64%
1 Month
15.61%
decreased by 0.40%
Analysis last updated: Thursday, May 21, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 36.48 | |
| 0.0768 | 46.30 | |
| 0.9192 | 553.40 | |
| 0.7906 | 34.99 | |
| 0.9737 | 41.29 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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