FTSE 100 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:8.52% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -0.05 | |
| 0.1341 | 45.00 | |
| 0.9798 | 900.53 | |
| -0.1047 | -37.64 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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