FTSE 100 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:12.81% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -0.04 | |
| 0.1349 | 45.35 | |
| 0.9796 | 909.54 | |
| -0.1047 | -37.56 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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