FTSE 100 Index EGARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
14.63%
decreased by 0.42%
1 Week
14.68%
decreased by 0.37%
1 Month
14.86%
decreased by 0.19%
Analysis last updated: Wednesday, April 22, 2026 at 05:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1397 | 45.04 | |
| 0.9787 | 917.25 | |
| -0.1041 | -37.37 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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