FTSE 100 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:19.54% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.02 | |
| 0.1402 | 44.95 | |
| 0.9787 | 917.22 | |
| -0.1041 | -37.21 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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