FTSE 100 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:8.31% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -0.06 | |
| 0.1344 | 45.35 | |
| 0.9797 | 913.08 | |
| -0.1045 | -37.74 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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